+410.7%
ORLY vs PR
+65.1%
+345.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | -0.7% | -9.5% | +8.8% | -0.6% |
| 30D | +3.4% | -5.7% | +9.1% | +3.4% |
| 3M | -3.1% | +3.0% | -6.1% | -3.1% |
| 6M | -3.8% | +11.8% | -15.7% | -4.0% |
| YTD | -2.0% | +58.5% | -60.5% | -2.7% |
| 1Y | -8.9% | +69.9% | -78.8% | -9.6% |
| 3Y | +36.0% | +84.9% | -48.9% | +34.5% |
| 5Y | +106.9% | +246.4% | -139.5% | +102.4% |
| 10Y | +410.7% | +70.3% | +340.4% | +478.7% |
| All | +410.7% | +65.1% | +345.7% | +478.7% |
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