+53,204.8%
ORLY vs PNC
+2,085.0%
+51,119.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.9% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | -7.6% | -4.4% | -3.2% | -6.6% |
| 3M | -5.5% | +5.3% | -10.7% | -6.8% |
| 6M | -9.7% | +19.6% | -29.3% | -13.9% |
| YTD | -6.2% | +19.1% | -25.4% | -10.8% |
| 1Y | -18.6% | +24.3% | -43.0% | -23.6% |
| 3Y | +33.8% | +132.2% | -98.4% | +4.8% |
| 5Y | +116.5% | +52.3% | +64.2% | +86.3% |
| 10Y | +361.0% | +274.8% | +86.2% | +203.8% |
| All | +53,204.8% | +2,085.0% | +51,119.9% | +20,734.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 all: compounded portfolio wealth divided by compounded PNC 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…
all analysis · Full analysis span regression · 6 months rolling