+401.7%
ORLY vs PR
+152.6%
+249.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -1.8% |
| 7D | +2.0% | -16.4% | +18.4% | +2.2% |
| 30D | +6.2% | -1.9% | +8.1% | +6.2% |
| 3M | -3.7% | +8.0% | -11.7% | -3.9% |
| 6M | -5.2% | +4.1% | -9.3% | -5.3% |
| YTD | -1.4% | +58.7% | -60.1% | -2.1% |
| 1Y | -5.4% | +75.8% | -81.2% | -6.1% |
| 3Y | +41.0% | +73.2% | -32.1% | +39.6% |
| 5Y | +111.3% | +230.1% | -118.8% | +106.8% |
| 10Y | +416.2% | +67.4% | +348.8% | +477.0% |
| All | +401.7% | +152.6% | +249.2% | +450.8% |
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 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