-29.4%
TSCO vs PFG
+46.8%
-76.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.1% |
| 7D | +15.7% | +4.9% | +10.8% | +14.3% |
| 30D | +16.4% | +5.7% | +10.8% | +14.8% |
| 3M | +11.2% | +2.6% | +8.6% | +10.2% |
| 6M | +14.9% | +19.8% | -4.9% | +8.0% |
| YTD | -25.4% | +36.3% | -61.7% | -32.8% |
| 1Y | -29.4% | +47.9% | -77.3% | -38.5% |
| All | -29.4% | +46.8% | -76.2% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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