-33.0%
TSCO vs PCOR
-2.2%
-30.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.1% | +2.2% | -2.1% | -0.1% |
| 30D | +8.7% | +37.4% | -28.8% | +6.0% |
| 3M | +1.2% | +33.2% | -32.0% | -1.3% |
| 6M | +21.6% | +60.6% | -39.0% | +17.4% |
| YTD | -25.3% | +6.2% | -31.5% | -27.2% |
| 1Y | -33.0% | -1.1% | -31.9% | -33.7% |
| All | -33.0% | -2.2% | -30.8% | -33.7% |
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