+21.0%
PFE vs ORLY
+40.2%
-19.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.7% | +2.6% | -4.3% | -2.2% |
| 30D | +0.3% | +6.3% | -6.0% | -0.8% |
| 3M | +9.4% | -0.4% | +9.8% | +9.4% |
| 6M | +14.9% | +2.8% | +12.1% | +14.0% |
| YTD | +23.8% | +1.1% | +22.7% | +23.1% |
| 1Y | +19.5% | -6.3% | +25.8% | +20.1% |
| 3Y | +21.0% | +38.9% | -17.8% | +19.1% |
| All | +21.0% | +40.2% | -19.2% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling