+22,801.1%
TSCO vs PBR
+1,899.4%
+20,901.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -5.7% | +5.4% | -11.0% | -6.3% |
| 30D | -8.8% | +22.9% | -31.6% | -11.3% |
| 3M | +6.3% | +19.6% | -13.3% | +3.5% |
| 6M | -32.3% | +16.5% | -48.7% | -34.0% |
| YTD | -32.7% | +86.7% | -119.4% | -38.6% |
| 1Y | -43.7% | +74.7% | -118.4% | -48.2% |
| 3Y | -19.7% | +102.6% | -122.2% | -28.3% |
| 5Y | -11.6% | +566.6% | -578.2% | -34.9% |
| 10Y | +184.1% | +686.1% | -502.0% | +85.9% |
| All | +22,801.1% | +1,899.4% | +20,901.7% | +10,824.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling