+361.0%
ORLY vs PPG
+26.9%
+334.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -2.4% | -6.2% | +3.9% | -0.3% |
| 30D | -6.8% | -7.9% | +1.2% | -4.2% |
| 3M | -4.8% | -10.2% | +5.5% | -1.6% |
| 6M | -9.1% | +2.7% | -11.7% | -10.7% |
| YTD | -5.9% | +4.9% | -10.8% | -8.7% |
| 1Y | -20.4% | -3.2% | -17.2% | -20.7% |
| 3Y | +36.6% | -17.0% | +53.6% | +41.0% |
| 5Y | +117.3% | -23.3% | +140.6% | +126.1% |
| All | +361.0% | +26.9% | +334.1% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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