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  • ORLY vs PFGC✓SelectedUSD · PFGCORLY vs PFGC performance historyLatest closeAs of+0.22%09/09
Stock and ETF performance explorer

ORLY vs PFGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+416.5%
PFGC return
+403.3%
Excess return
+13.2%
Maximum drawdown
-42.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGCExcessAlpha
1D+0.2%-1.2%+1.4%+0.4%
7D-1.0%-3.7%+2.7%-0.4%
30D-6.7%-16.0%+9.3%-3.8%
3M-3.8%-4.1%+0.3%-3.1%
6M-9.0%+8.7%-17.7%-10.5%
YTD-5.6%+6.4%-12.0%-7.0%
1Y-19.5%-8.4%-11.1%-18.6%
3Y+34.7%+61.8%-27.0%+22.2%
5Y+118.0%+108.7%+9.3%+86.3%
10Y+364.1%+298.1%+66.0%+251.0%
All+416.5%+403.3%+13.2%+284.1%

Cumulative growth

Daily Returns

Daily percentage return beside PFGC.

Daily Out/Under-Performance

Portfolio return minus PFGC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PFGC 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 PFGC 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