+427.5%
ORLY vs PLUG
-25.0%
+452.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.5% | +11.2% | +0.9% |
| 7D | +2.6% | -23.4% | +26.0% | +3.2% |
| 30D | +6.3% | -23.4% | +29.8% | +6.9% |
| 3M | -0.4% | -51.7% | +51.3% | +1.2% |
| 6M | +2.8% | -72.0% | +74.7% | +5.8% |
| YTD | +1.1% | -43.7% | +44.7% | +1.5% |
| 1Y | -6.3% | -55.4% | +49.2% | -5.4% |
| 3Y | +38.9% | -68.0% | +106.9% | +35.9% |
| 5Y | +113.1% | -97.4% | +210.5% | +131.4% |
| All | +427.5% | -25.0% | +452.5% | +351.8% |
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