-30.9%
TSCO vs PCOR
-4.3%
-26.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.8% |
| 7D | +5.9% | +22.2% | -16.3% | +4.1% |
| 30D | +11.0% | +36.0% | -25.0% | +8.3% |
| 3M | +9.0% | +34.0% | -25.0% | +6.3% |
| 6M | +23.9% | +43.5% | -19.6% | +19.4% |
| YTD | -23.7% | +5.1% | -28.9% | -25.6% |
| All | -30.9% | -4.3% | -26.6% | -31.3% |
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