+364.1%
ORLY vs PPL
+52.7%
+311.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -1.0% | 0.0% | -1.1% | -1.0% |
| 30D | -6.7% | -1.3% | -5.4% | -6.2% |
| 3M | -3.8% | -2.6% | -1.2% | -2.9% |
| 6M | -9.0% | -8.4% | -0.6% | -6.2% |
| YTD | -5.6% | +0.2% | -5.8% | -6.2% |
| 1Y | -19.5% | -0.2% | -19.3% | -19.9% |
| 3Y | +34.7% | +52.9% | -18.2% | +11.8% |
| 5Y | +118.0% | +36.8% | +81.2% | +87.2% |
| 10Y | +364.1% | +57.6% | +306.5% | +244.7% |
| All | +364.1% | +52.7% | +311.4% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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