-7.8%
TSCO vs PCG
+7.2%
-15.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | +0.4% | -2.2% | +2.7% | +0.9% |
| 30D | +9.8% | -0.5% | +10.3% | +9.9% |
| 3M | +4.8% | -24.0% | +28.8% | +10.6% |
| 6M | +23.3% | -18.6% | +41.9% | +27.2% |
| YTD | -25.1% | -17.7% | -7.4% | -22.9% |
| 1Y | -32.7% | -20.0% | -12.7% | -30.3% |
| 3Y | -2.0% | -20.2% | +18.3% | -0.7% |
| 5Y | -7.8% | +8.4% | -16.2% | -15.2% |
| All | -7.8% | +7.2% | -15.1% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling