-3.4%
TSCO vs PCOR
+43.8%
-47.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | +7.1% | +22.7% | -15.6% | +3.8% |
| 30D | +11.8% | +37.5% | -25.7% | +6.6% |
| 3M | +7.4% | +35.2% | -27.8% | +2.3% |
| 6M | +13.4% | +42.2% | -28.8% | +6.9% |
| YTD | -25.9% | +3.6% | -29.4% | -26.9% |
| 1Y | -29.9% | -4.8% | -25.1% | -29.8% |
| 3Y | -3.4% | +48.3% | -51.7% | -21.2% |
| All | -3.4% | +43.8% | -47.1% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling