+356.9%
ORLY vs PR
+101.2%
+255.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.3% |
| 7D | -2.3% | -0.6% | -1.8% | -2.3% |
| 30D | -8.2% | +17.4% | -25.5% | -8.3% |
| 3M | -3.5% | +21.8% | -25.3% | -3.8% |
| 6M | -9.2% | +27.6% | -36.8% | -9.5% |
| YTD | -5.8% | +71.4% | -77.3% | -6.5% |
| 1Y | -19.3% | +78.3% | -97.6% | -19.9% |
| 3Y | +34.4% | +85.5% | -51.1% | +33.0% |
| 5Y | +117.8% | +422.7% | -304.8% | +112.6% |
| 10Y | +356.9% | +87.1% | +269.8% | +416.8% |
| All | +356.9% | +101.2% | +255.7% | +416.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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