+54,688.5%
ORLY vs PPL
+1,172.4%
+53,516.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | +2.7% | -3.4% | -1.5% |
| 30D | -5.9% | +0.5% | -6.4% | -6.1% |
| 3M | -0.6% | +0.7% | -1.2% | -0.8% |
| 6M | -6.8% | -7.6% | +0.8% | -4.8% |
| YTD | -3.6% | +1.8% | -5.5% | -4.5% |
| 1Y | -16.3% | -0.8% | -15.6% | -16.5% |
| 3Y | +39.1% | +56.9% | -17.7% | +20.4% |
| 5Y | +125.4% | +39.5% | +85.9% | +100.5% |
| 10Y | +366.5% | +55.4% | +311.1% | +291.1% |
| All | +54,688.5% | +1,172.4% | +53,516.1% | +27,409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling