+361.0%
ORLY vs PSX
+386.4%
-25.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | -6.8% | +15.6% | -22.4% | -9.3% |
| 3M | -4.8% | +46.5% | -51.2% | -11.5% |
| 6M | -9.1% | +55.0% | -64.1% | -16.7% |
| YTD | -5.9% | +105.3% | -111.2% | -18.4% |
| 1Y | -20.4% | +101.6% | -122.0% | -30.9% |
| 3Y | +36.6% | +134.1% | -97.6% | +12.6% |
| 5Y | +117.3% | +368.7% | -251.4% | +47.0% |
| All | +361.0% | +386.4% | -25.4% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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