+1,819.4%
PEP vs ORLY
+56,632.3%
-54,812.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +2.9% | +2.6% | +0.3% | +2.5% |
| 30D | +12.5% | +6.3% | +6.2% | +11.4% |
| 3M | +4.5% | -0.4% | +5.0% | +4.6% |
| 6M | -0.5% | +2.8% | -3.3% | -1.1% |
| YTD | +4.4% | +1.1% | +3.3% | +3.9% |
| 1Y | +4.4% | -6.3% | +10.6% | +5.1% |
| 3Y | -3.4% | +38.9% | -42.2% | -9.0% |
| 5Y | +5.2% | +113.1% | -107.9% | -8.1% |
| 10Y | +92.1% | +426.2% | -334.1% | +44.9% |
| All | +1,819.4% | +56,632.3% | -54,812.9% | +906.4% |
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