-1.5%
TSCO vs PCOR
+50.0%
-51.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.0% |
| 3M | +1.5% | +24.9% | -23.4% | -2.2% |
| 6M | +24.0% | +68.8% | -44.8% | +14.2% |
| YTD | -25.7% | +6.7% | -32.4% | -27.0% |
| 1Y | -33.6% | +3.0% | -36.6% | -34.3% |
| 3Y | -1.5% | +48.6% | -50.1% | -19.7% |
| All | -1.5% | +50.0% | -51.5% | -19.7% |
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 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