-14.0%
TSCO vs PCG
-10.8%
-3.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.8% | +0.2% |
| 7D | +1.7% | +5.4% | -3.7% | +0.7% |
| 30D | +2.8% | -15.1% | +17.9% | +5.4% |
| 3M | +17.9% | -9.8% | +27.7% | +18.9% |
| 6M | -28.6% | -18.0% | -10.6% | -26.4% |
| YTD | -28.0% | -7.2% | -20.8% | -27.9% |
| 1Y | -39.9% | +2.9% | -42.7% | -41.2% |
| 3Y | -14.0% | -11.1% | -2.9% | -19.2% |
| All | -14.0% | -10.8% | -3.2% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling