-10.4%
TSCO vs PBR
+552.2%
-562.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -5.7% | +5.4% | -11.0% | -6.0% |
| 30D | -8.8% | +22.9% | -31.6% | -10.0% |
| 3M | +6.3% | +19.6% | -13.3% | +4.9% |
| 6M | -32.3% | +16.5% | -48.7% | -33.1% |
| YTD | -32.7% | +86.7% | -119.4% | -36.2% |
| 1Y | -43.7% | +74.7% | -118.4% | -46.4% |
| 3Y | -19.7% | +102.6% | -122.2% | -24.4% |
| All | -10.4% | +552.2% | -562.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling