+423.9%
ORLY vs PLUG
-16.2%
+440.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.8% | +10.0% | +1.3% |
| 7D | +0.1% | -8.1% | +8.2% | +0.2% |
| 30D | +6.4% | -20.5% | +26.9% | +7.0% |
| 3M | -0.5% | -45.9% | +45.3% | +0.9% |
| 6M | -0.3% | -65.2% | +64.9% | +2.0% |
| YTD | +0.4% | -37.1% | +37.4% | +0.5% |
| 1Y | -6.7% | -54.6% | +47.9% | -5.7% |
| 3Y | +39.3% | -64.9% | +104.1% | +36.1% |
| 5Y | +111.6% | -97.1% | +208.8% | +129.3% |
| All | +423.9% | -16.2% | +440.1% | +347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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