+359.4%
ORLY vs PWR
+2,415.0%
-2,055.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -7.6% | -7.7% | +0.1% | -6.3% |
| 3M | -5.5% | -4.9% | -0.5% | -5.5% |
| 6M | -9.7% | +9.7% | -19.4% | -13.2% |
| YTD | -6.2% | +46.7% | -52.9% | -16.0% |
| 1Y | -18.6% | +58.7% | -77.4% | -28.9% |
| 3Y | +33.8% | +200.7% | -166.9% | -6.6% |
| 5Y | +116.5% | +438.6% | -322.0% | +21.1% |
| All | +359.4% | +2,415.0% | -2,055.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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