+116.5%
ORLY vs PTC
+0.6%
+115.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | -14.2% | +12.1% | -0.4% |
| 30D | -7.6% | -14.4% | +6.8% | -6.0% |
| 3M | -5.5% | -4.7% | -0.8% | -5.3% |
| 6M | -9.7% | -19.3% | +9.6% | -7.8% |
| YTD | -6.2% | -26.1% | +19.9% | -3.3% |
| 1Y | -18.6% | -37.1% | +18.4% | -14.5% |
| 3Y | +33.8% | -10.4% | +44.2% | +33.5% |
| 5Y | +116.5% | +2.5% | +114.1% | +115.6% |
| All | +116.5% | +0.6% | +115.9% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling