+361.0%
ORLY vs PTC
+205.0%
+156.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -2.4% | -7.3% | +4.9% | -0.9% |
| 30D | -6.8% | -11.6% | +4.9% | -4.6% |
| 3M | -4.8% | +10.5% | -15.2% | -7.2% |
| 6M | -9.1% | -17.8% | +8.7% | -6.2% |
| YTD | -5.9% | -24.9% | +19.0% | -1.2% |
| 1Y | -20.4% | -36.8% | +16.4% | -13.5% |
| 3Y | +36.6% | -8.7% | +45.3% | +34.6% |
| 5Y | +117.3% | +4.1% | +113.2% | +104.0% |
| All | +361.0% | +205.0% | +156.0% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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