+401.2%
ORLY vs PR
+149.9%
+251.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | -0.1% |
| 7D | -1.0% | -12.4% | +11.4% | -0.9% |
| 30D | +3.9% | -6.6% | +10.4% | +3.9% |
| 3M | -4.0% | +7.5% | -11.5% | -4.1% |
| 6M | -3.4% | +10.8% | -14.2% | -3.6% |
| YTD | -1.6% | +57.0% | -58.6% | -2.2% |
| 1Y | -7.5% | +67.9% | -75.5% | -8.2% |
| 3Y | +37.7% | +87.6% | -49.9% | +36.2% |
| 5Y | +109.3% | +220.4% | -111.0% | +104.9% |
| 10Y | +409.9% | +64.8% | +345.0% | +470.0% |
| All | +401.2% | +149.9% | +251.3% | +450.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling