+773.5%
PM vs ORLY
+4,826.8%
-4,053.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.8% |
| 7D | -1.3% | -2.3% | +1.0% | -0.7% |
| 30D | -2.6% | -8.2% | +5.6% | -0.3% |
| 3M | +5.8% | -3.5% | +9.3% | +6.5% |
| 6M | +10.6% | -9.2% | +19.8% | +12.9% |
| YTD | +17.2% | -5.8% | +23.0% | +18.3% |
| 1Y | +17.6% | -19.3% | +36.9% | +23.8% |
| 3Y | +124.3% | +34.4% | +89.8% | +102.9% |
| 5Y | +125.1% | +117.8% | +7.2% | +74.9% |
| 10Y | +198.6% | +356.9% | -158.3% | +83.5% |
| All | +773.5% | +4,826.8% | -4,053.2% | +130.2% |
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