+185.6%
TSCO vs PCG
-75.6%
+261.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -4.4% | -18.9% | +14.5% | -3.3% |
| 3M | +9.7% | -15.8% | +25.5% | +10.6% |
| 6M | -32.4% | -22.6% | -9.9% | -31.5% |
| YTD | -31.7% | -12.2% | -19.5% | -31.3% |
| 1Y | -41.3% | -7.1% | -34.2% | -41.2% |
| 3Y | -18.3% | -15.8% | -2.5% | -17.9% |
| 5Y | -10.3% | +53.3% | -63.6% | -12.6% |
| All | +185.6% | -75.6% | +261.2% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling