+3,634.0%
PANW vs ORLY
+1,271.7%
+2,362.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -0.8% | -2.4% | +1.6% | -0.1% |
| 30D | -14.6% | -6.8% | -7.8% | -12.8% |
| 3M | +18.3% | -4.8% | +23.0% | +19.4% |
| 6M | +100.5% | -9.1% | +109.6% | +104.4% |
| YTD | +79.5% | -5.9% | +85.4% | +80.8% |
| 1Y | +66.7% | -20.4% | +87.1% | +76.8% |
| 3Y | +161.2% | +36.6% | +124.7% | +129.0% |
| 5Y | +322.2% | +117.3% | +204.9% | +213.0% |
| 10Y | +1,273.8% | +362.7% | +911.1% | +679.6% |
| All | +3,634.0% | +1,271.7% | +2,362.4% | +1,506.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 all: compounded portfolio wealth divided by compounded ORLY 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…
all analysis · Full analysis span regression · 6 months rolling