+112.3%
ORLY vs PR
+225.0%
-112.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -1.8% |
| 7D | +2.0% | -16.4% | +18.4% | +2.6% |
| 30D | +6.2% | -1.9% | +8.1% | +6.2% |
| 3M | -3.7% | +8.0% | -11.7% | -4.2% |
| 6M | -5.2% | +4.1% | -9.3% | -5.5% |
| YTD | -1.4% | +58.7% | -60.1% | -3.9% |
| 1Y | -5.4% | +75.8% | -81.2% | -8.2% |
| 3Y | +41.0% | +73.2% | -32.1% | +35.7% |
| All | +112.3% | +225.0% | -112.8% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling