+8,023.3%
ORLY vs PFG
+999.6%
+7,023.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -2.3% | +6.0% | -8.3% | -3.7% |
| 30D | -8.2% | +2.2% | -10.4% | -8.7% |
| 3M | -3.5% | +10.4% | -13.9% | -5.9% |
| 6M | -9.2% | +27.8% | -37.0% | -14.4% |
| YTD | -5.8% | +33.6% | -39.5% | -12.4% |
| 1Y | -19.3% | +49.3% | -68.6% | -26.9% |
| 3Y | +34.4% | +69.7% | -35.3% | +16.6% |
| 5Y | +117.8% | +111.3% | +6.5% | +76.8% |
| 10Y | +356.9% | +240.3% | +116.7% | +215.8% |
| All | +8,023.3% | +999.6% | +7,023.7% | +3,665.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling