-29.4%
TSCO vs PCOR
+4.0%
-33.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +19.7% | -15.5% | +2.7% |
| 7D | +15.7% | +21.8% | -6.1% | +13.9% |
| 30D | +16.4% | +39.5% | -23.1% | +13.8% |
| 3M | +11.2% | +35.2% | -24.0% | +8.7% |
| 6M | +14.9% | +21.7% | -6.8% | +10.8% |
| YTD | -25.4% | +3.9% | -29.4% | -28.0% |
| 1Y | -29.4% | +6.9% | -36.3% | -31.9% |
| All | -29.4% | +4.0% | -33.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling