+109.3%
ORLY vs PLD
+1.8%
+107.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.6% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | +3.9% | +0.8% | +3.0% | +3.6% |
| 3M | -4.0% | -6.1% | +2.1% | -2.9% |
| 6M | -3.4% | -8.0% | +4.6% | -2.0% |
| YTD | -1.6% | +4.7% | -6.2% | -2.6% |
| 1Y | -7.5% | +7.2% | -14.7% | -8.9% |
| 3Y | +37.7% | +39.2% | -1.5% | +25.2% |
| 5Y | +109.3% | +1.9% | +107.4% | +93.7% |
| All | +109.3% | +1.8% | +107.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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