-15.4%
TSCO vs PCOR
-12.2%
-3.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.7% |
| 7D | +0.8% | -9.0% | +9.7% | +1.9% |
| 30D | +5.5% | +4.2% | +1.3% | +4.7% |
| 3M | +20.0% | +14.4% | +5.5% | +17.3% |
| 6M | -29.8% | +0.2% | -30.0% | -30.6% |
| YTD | -28.7% | -20.3% | -8.4% | -27.0% |
| 1Y | -40.9% | -16.1% | -24.8% | -40.3% |
| All | -15.4% | -12.2% | -3.1% | -18.3% |
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 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