-3.4%
PEP vs TSCO
-2.3%
-1.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +12.5% | +11.3% | +1.2% | +9.9% |
| 3M | +4.5% | +1.5% | +3.1% | +4.0% |
| 6M | -0.5% | +24.0% | -24.4% | -5.3% |
| YTD | +4.4% | -25.7% | +30.1% | +10.2% |
| 1Y | +4.4% | -33.6% | +37.9% | +12.7% |
| 3Y | -3.4% | -1.5% | -1.9% | -1.1% |
| All | -3.4% | -2.3% | -1.1% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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