-2.9%
TSCO vs PCAR
+168.7%
-171.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.5% |
| 7D | +1.7% | 0.0% | +1.6% | +1.6% |
| 30D | +2.8% | -7.7% | +10.5% | +5.6% |
| 3M | +17.9% | +3.7% | +14.2% | +15.7% |
| 6M | -28.6% | +2.3% | -30.9% | -29.7% |
| YTD | -28.0% | +12.8% | -40.8% | -31.8% |
| 1Y | -39.9% | +27.8% | -67.6% | -45.7% |
| 3Y | -14.0% | +61.8% | -75.8% | -31.4% |
| 5Y | -2.9% | +168.2% | -171.1% | -37.7% |
| All | -2.9% | +168.7% | -171.6% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling