+361.0%
ORLY vs PGR
+825.1%
-464.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | -6.8% | +4.9% | -11.7% | -8.3% |
| 3M | -4.8% | +7.6% | -12.4% | -7.3% |
| 6M | -9.1% | +8.3% | -17.3% | -11.8% |
| YTD | -5.9% | +1.7% | -7.6% | -7.1% |
| 1Y | -20.4% | -6.8% | -13.6% | -19.2% |
| 3Y | +36.6% | +73.4% | -36.9% | +11.2% |
| 5Y | +117.3% | +161.2% | -43.9% | +46.6% |
| All | +361.0% | +825.1% | -464.1% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling