+37.0%
ORLY vs PWR
+203.1%
-166.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | -1.0% | +2.7% | -3.7% | -1.0% |
| 30D | -6.7% | -5.1% | -1.5% | -6.7% |
| 3M | -3.8% | -9.4% | +5.6% | -3.6% |
| 6M | -9.0% | +10.4% | -19.4% | -9.3% |
| YTD | -5.6% | +48.6% | -54.3% | -6.0% |
| 1Y | -19.5% | +68.0% | -87.5% | -19.9% |
| All | +37.0% | +203.1% | -166.1% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling