-40.9%
TSCO vs PEG
-7.0%
-33.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | +5.5% | -2.4% | +7.9% | +5.9% |
| 3M | +20.0% | -4.8% | +24.7% | +20.9% |
| 6M | -29.8% | -10.7% | -19.1% | -28.3% |
| YTD | -28.7% | -6.7% | -22.0% | -27.8% |
| 1Y | -40.9% | -6.8% | -34.1% | -40.2% |
| All | -40.9% | -7.0% | -33.9% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling