-32.7%
TSCO vs PCAR
+12.2%
-44.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.5% | -2.7% |
| 7D | +0.4% | +2.2% | -1.8% | -0.2% |
| 30D | +9.8% | +0.3% | +9.5% | +9.6% |
| 3M | +4.8% | -17.9% | +22.8% | +9.1% |
| 6M | +23.3% | -3.4% | +26.7% | +22.1% |
| YTD | -25.1% | -0.1% | -25.0% | -26.9% |
| 1Y | -32.7% | +13.4% | -46.2% | -37.6% |
| All | -32.7% | +12.2% | -44.9% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling