+1,604.0%
PFE vs ORLY
+53,986.2%
-52,382.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +1.8% | -0.7% | +2.4% | +1.9% |
| 30D | +10.2% | -5.9% | +16.2% | +11.4% |
| 3M | +12.7% | -0.6% | +13.3% | +12.6% |
| 6M | +10.5% | -6.8% | +17.3% | +11.7% |
| YTD | +20.2% | -3.6% | +23.8% | +20.6% |
| 1Y | +24.1% | -16.3% | +40.4% | +27.5% |
| 3Y | -3.6% | +39.1% | -42.7% | -10.1% |
| 5Y | -20.9% | +125.4% | -146.3% | -33.0% |
| 10Y | +35.8% | +366.5% | -330.7% | -1.2% |
| All | +1,604.0% | +53,986.2% | -52,382.2% | +581.1% |
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 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