+361.0%
ORLY vs PH
+820.2%
-459.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -6.8% | -11.0% | +4.2% | -3.5% |
| 3M | -4.8% | +5.5% | -10.3% | -6.6% |
| 6M | -9.1% | +1.5% | -10.5% | -10.2% |
| YTD | -5.9% | +8.8% | -14.7% | -9.3% |
| 1Y | -20.4% | +24.5% | -44.9% | -26.8% |
| 3Y | +36.6% | +141.2% | -104.6% | -3.0% |
| 5Y | +117.3% | +256.3% | -139.0% | +30.6% |
| All | +361.0% | +820.2% | -459.1% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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