+1,716.3%
PEP vs ORLY
+53,986.2%
-52,269.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +0.2% | -5.9% | +6.2% | +1.2% |
| 3M | -1.1% | -0.6% | -0.5% | -1.1% |
| 6M | -13.5% | -6.8% | -6.7% | -12.6% |
| YTD | -1.2% | -3.6% | +2.5% | -0.9% |
| 1Y | -1.6% | -16.3% | +14.8% | +1.0% |
| 3Y | -12.5% | +39.1% | -51.7% | -17.7% |
| 5Y | +3.0% | +125.4% | -122.4% | -10.7% |
| 10Y | +73.9% | +366.5% | -292.6% | +33.4% |
| All | +1,716.3% | +53,986.2% | -52,269.8% | +860.2% |
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