+192.6%
TSCO vs PCAR
+361.0%
-168.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.5% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -1.1% | -6.9% | +5.8% | +1.4% |
| 3M | +14.3% | +2.1% | +12.2% | +12.7% |
| 6M | -31.9% | +1.6% | -33.5% | -32.8% |
| YTD | -30.7% | +12.2% | -42.9% | -34.3% |
| 1Y | -41.1% | +28.0% | -69.1% | -47.0% |
| 3Y | -17.1% | +61.0% | -78.1% | -33.5% |
| 5Y | -7.5% | +163.9% | -171.5% | -40.0% |
| 10Y | +192.6% | +367.9% | -175.3% | +50.8% |
| All | +192.6% | +361.0% | -168.4% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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