+36.6%
ORLY vs PNR
-14.5%
+51.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | -2.4% | -6.0% | +3.7% | -1.3% |
| 30D | -6.8% | -14.0% | +7.2% | -4.3% |
| 3M | -4.8% | -21.7% | +16.9% | -0.8% |
| 6M | -9.1% | -37.3% | +28.2% | -2.4% |
| YTD | -5.9% | -45.1% | +39.2% | +2.7% |
| 1Y | -20.4% | -49.1% | +28.7% | -12.2% |
| 3Y | +36.6% | -14.8% | +51.4% | +42.9% |
| All | +36.6% | -14.5% | +51.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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