+131.5%
PM vs ORLY
+116.2%
+15.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.3% |
| 7D | +1.9% | -2.1% | +4.1% | +2.4% |
| 30D | +1.9% | -7.6% | +9.5% | +3.6% |
| 3M | +4.6% | -5.5% | +10.1% | +5.6% |
| 6M | +11.7% | -9.7% | +21.4% | +13.6% |
| YTD | +20.4% | -6.2% | +26.6% | +21.3% |
| 1Y | +19.0% | -18.6% | +37.6% | +23.4% |
| 3Y | +130.4% | +33.8% | +96.5% | +114.5% |
| 5Y | +131.5% | +116.5% | +14.9% | +82.0% |
| All | +131.5% | +116.2% | +15.3% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling