-0.7%
PFE vs TSCO
-17.4%
+16.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.6% | +0.5% |
| 7D | -4.3% | -2.5% | -1.8% | -3.9% |
| 30D | +2.7% | -1.1% | +3.8% | +2.8% |
| 3M | +10.0% | +14.3% | -4.3% | +7.7% |
| 6M | +7.2% | -31.9% | +39.1% | +13.4% |
| YTD | +17.3% | -30.7% | +48.0% | +23.6% |
| 1Y | +20.3% | -41.1% | +61.4% | +29.8% |
| All | -0.7% | -17.4% | +16.7% | +6.8% |
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 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