+1.6%
PG vs ORLY
+34.2%
-32.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.8% | -2.4% | +1.6% | -0.2% |
| 30D | +0.8% | -6.8% | +7.6% | +2.5% |
| 3M | -1.3% | -4.8% | +3.4% | -0.5% |
| 6M | -3.8% | -9.1% | +5.3% | -2.1% |
| YTD | +3.6% | -5.9% | +9.5% | +4.4% |
| 1Y | -5.7% | -20.4% | +14.7% | -1.2% |
| 3Y | +1.6% | +36.6% | -35.0% | -2.0% |
| All | +1.6% | +34.2% | -32.6% | -2.0% |
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