+24.0%
TSCO vs PCG
-19.7%
+43.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.5% |
| 7D | +0.3% | +2.2% | -1.9% | +0.3% |
| 30D | +11.3% | +0.8% | +10.6% | +11.4% |
| 3M | +1.5% | -23.8% | +25.3% | +0.7% |
| 6M | +24.0% | -19.6% | +43.6% | +25.2% |
| All | +24.0% | -19.7% | +43.7% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling