+51,830.1%
TSCO vs PCG
+4.2%
+51,825.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | +0.3% | +2.2% | -1.9% | +0.1% |
| 30D | +11.3% | +0.8% | +10.6% | +11.3% |
| 3M | +1.5% | -23.8% | +25.3% | +3.2% |
| 6M | +24.0% | -19.6% | +43.6% | +25.5% |
| YTD | -25.7% | -16.7% | -9.0% | -25.0% |
| 1Y | -33.6% | -19.4% | -14.2% | -32.8% |
| 3Y | -1.5% | -18.3% | +16.8% | -0.8% |
| 5Y | -9.6% | +10.4% | -20.0% | -10.9% |
| 10Y | +200.8% | -76.1% | +276.9% | +206.3% |
| All | +51,830.1% | +4.2% | +51,825.9% | +16,319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling