-20.4%
ORLY vs PH
+25.3%
-45.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -6.8% | -11.0% | +4.2% | -6.7% |
| 3M | -4.8% | +5.5% | -10.3% | -4.7% |
| 6M | -9.1% | +1.5% | -10.5% | -9.4% |
| YTD | -5.9% | +8.8% | -14.7% | -6.6% |
| 1Y | -20.4% | +24.5% | -44.9% | -19.9% |
| All | -20.4% | +25.3% | -45.8% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling