-7.5%
TSCO vs PCG
+55.2%
-62.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -2.8% |
| 7D | -2.5% | +6.5% | -8.9% | -3.7% |
| 30D | -1.1% | -16.7% | +15.6% | +2.0% |
| 3M | +14.3% | -14.2% | +28.4% | +16.8% |
| 6M | -31.9% | -21.5% | -10.4% | -28.9% |
| YTD | -30.7% | -11.2% | -19.5% | -29.9% |
| 1Y | -41.1% | -4.2% | -36.9% | -41.5% |
| 3Y | -17.1% | -14.9% | -2.3% | -17.0% |
| 5Y | -7.5% | +54.2% | -61.8% | -11.6% |
| All | -7.5% | +55.2% | -62.8% | -11.6% |
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