+32.5%
PFE vs TSCO
+190.2%
-157.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -4.0% | -3.1% | -0.9% | -3.5% |
| 30D | +3.9% | -4.4% | +8.2% | +4.6% |
| 3M | +9.9% | +9.7% | +0.2% | +7.8% |
| 6M | +5.3% | -32.4% | +37.7% | +12.6% |
| YTD | +16.8% | -31.7% | +48.4% | +24.5% |
| 1Y | +20.4% | -41.3% | +61.7% | +31.9% |
| 3Y | -2.1% | -18.3% | +16.2% | -0.5% |
| 5Y | -21.0% | -10.3% | -10.7% | -22.3% |
| All | +32.5% | +190.2% | -157.7% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling