+210.9%
PM vs ORLY
+363.8%
-152.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +4.7% | -2.4% | +7.0% | +5.3% |
| 30D | +2.6% | -6.8% | +9.4% | +4.5% |
| 3M | +6.6% | -4.8% | +11.3% | +7.6% |
| 6M | +16.5% | -9.1% | +25.6% | +18.8% |
| YTD | +21.2% | -5.9% | +27.1% | +22.3% |
| 1Y | +17.9% | -20.4% | +38.3% | +24.5% |
| 3Y | +129.8% | +36.6% | +93.2% | +107.1% |
| 5Y | +133.0% | +117.3% | +15.7% | +80.5% |
| All | +210.9% | +363.8% | -152.8% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling