+181.2%
TSCO vs PEG
+148.0%
+33.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -0.9% | -4.8% | -5.4% |
| 30D | -8.8% | -3.7% | -5.0% | -7.6% |
| 3M | +6.3% | -7.3% | +13.6% | +8.8% |
| 6M | -32.3% | -10.5% | -21.8% | -29.9% |
| YTD | -32.7% | -7.5% | -25.2% | -31.2% |
| 1Y | -43.7% | -8.7% | -35.0% | -42.3% |
| 3Y | -19.7% | +31.4% | -51.0% | -27.9% |
| 5Y | -11.6% | +37.8% | -49.4% | -22.4% |
| All | +181.2% | +148.0% | +33.2% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling