+362.4%
ORLY vs PLUG
+58.4%
+304.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.3% |
| 7D | -1.0% | +3.8% | -4.9% | -1.1% |
| 30D | -6.7% | +2.8% | -9.5% | -6.8% |
| 3M | -3.8% | -25.4% | +21.6% | -3.2% |
| 6M | -9.0% | -0.5% | -8.6% | -9.5% |
| YTD | -5.6% | +10.2% | -15.8% | -6.7% |
| 1Y | -19.5% | +53.9% | -73.4% | -22.0% |
| 3Y | +34.7% | -72.7% | +107.5% | +34.8% |
| 5Y | +118.0% | -91.4% | +209.5% | +125.4% |
| All | +362.4% | +58.4% | +304.0% | +287.4% |
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