+36.0%
ORLY vs PLUG
-63.1%
+99.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.6% | -0.7% |
| 7D | -0.7% | -3.2% | +2.5% | -0.7% |
| 30D | +3.4% | -18.7% | +22.2% | +2.9% |
| 3M | -3.1% | -35.3% | +32.2% | -4.1% |
| 6M | -3.8% | -56.2% | +52.4% | -5.6% |
| YTD | -2.0% | -30.7% | +28.7% | -2.6% |
| 1Y | -8.9% | -46.7% | +37.8% | -9.9% |
| 3Y | +36.0% | -61.3% | +97.3% | +35.0% |
| All | +36.0% | -63.1% | +99.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling