+12.2%
TSCO vs PCOR
-9.0%
+21.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.7% |
| 7D | +5.9% | +22.2% | -16.3% | +2.5% |
| 30D | +11.0% | +36.0% | -25.0% | +5.6% |
| 3M | +9.0% | +34.0% | -25.0% | +3.6% |
| 6M | +23.9% | +43.5% | -19.6% | +16.0% |
| YTD | -23.7% | +5.1% | -28.9% | -25.6% |
| 1Y | -29.4% | -3.9% | -25.5% | -30.1% |
| 3Y | +1.6% | +52.9% | -51.4% | -9.6% |
| 5Y | -7.1% | -18.7% | +11.5% | -16.1% |
| All | +12.2% | -9.0% | +21.1% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling