+1,606.3%
PEP vs TSCO
+49,750.0%
-48,143.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | +0.2% | +5.5% | -5.2% | 0.0% |
| 3M | -1.1% | +20.0% | -21.1% | -2.1% |
| 6M | -13.5% | -29.8% | +16.3% | -12.0% |
| YTD | -1.2% | -28.7% | +27.5% | +0.4% |
| 1Y | -1.6% | -40.9% | +39.4% | +0.9% |
| 3Y | -12.5% | -15.9% | +3.4% | -12.0% |
| 5Y | +3.0% | -3.5% | +6.5% | +2.7% |
| 10Y | +73.9% | +142.2% | -68.3% | +65.8% |
| All | +1,606.3% | +49,750.0% | -48,143.8% | +1,347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling