-3.1%
TSCO vs PCOR
-43.0%
+39.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.8% |
| 7D | +0.8% | -9.0% | +9.7% | +2.2% |
| 30D | +5.5% | +4.2% | +1.3% | +4.6% |
| 3M | +20.0% | +14.4% | +5.5% | +16.7% |
| 6M | -29.8% | +0.2% | -30.0% | -30.8% |
| YTD | -28.7% | -20.3% | -8.4% | -27.0% |
| 1Y | -40.9% | -16.1% | -24.8% | -40.4% |
| 3Y | -15.9% | -14.7% | -1.2% | -18.0% |
| All | -3.1% | -43.0% | +39.9% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling