-40.9%
TSCO vs PCG
-6.6%
-34.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | +0.8% | -13.9% | +14.6% | +2.1% |
| 30D | +5.5% | -16.9% | +22.3% | +7.4% |
| 3M | +20.0% | -14.7% | +34.7% | +21.0% |
| 6M | -29.8% | -23.8% | -6.0% | -27.1% |
| YTD | -28.7% | -10.5% | -18.2% | -28.2% |
| 1Y | -40.9% | -5.1% | -35.8% | -41.2% |
| All | -40.9% | -6.6% | -34.3% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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