+37.0%
ORLY vs PTC
-10.6%
+47.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.6% |
| 7D | -1.0% | -13.6% | +12.5% | +0.6% |
| 30D | -6.7% | -14.7% | +8.0% | -5.1% |
| 3M | -3.8% | -5.9% | +2.1% | -3.6% |
| 6M | -9.0% | -21.1% | +12.1% | -6.8% |
| YTD | -5.6% | -26.0% | +20.4% | -2.6% |
| 1Y | -19.5% | -36.8% | +17.3% | -15.2% |
| All | +37.0% | -10.6% | +47.6% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling