+116.5%
ORLY vs PH
+243.6%
-127.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -2.1% | -3.1% | +1.0% | -1.5% |
| 30D | -7.6% | -11.8% | +4.2% | -5.3% |
| 3M | -5.5% | +6.9% | -12.4% | -7.0% |
| 6M | -9.7% | -1.3% | -8.4% | -10.0% |
| YTD | -6.2% | +7.0% | -13.2% | -8.3% |
| 1Y | -18.6% | +23.1% | -41.8% | -23.1% |
| 3Y | +33.8% | +135.4% | -101.5% | +2.6% |
| 5Y | +116.5% | +250.3% | -133.8% | +41.6% |
| All | +116.5% | +243.6% | -127.0% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling