+9.3%
TSCO vs PCOR
-7.6%
+16.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +0.3% | +3.0% | -2.8% | -0.2% |
| 30D | +11.3% | +38.7% | -27.3% | +5.6% |
| 3M | +1.5% | +24.9% | -23.4% | -2.4% |
| 6M | +24.0% | +68.8% | -44.8% | +13.2% |
| YTD | -25.7% | +6.7% | -32.4% | -27.7% |
| 1Y | -33.6% | +3.0% | -36.6% | -35.0% |
| 3Y | -1.5% | +48.6% | -50.1% | -12.0% |
| 5Y | -9.6% | -12.7% | +3.1% | -18.9% |
| All | +9.3% | -7.6% | +16.9% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling