+181.2%
TSCO vs PFG
+251.1%
-69.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -5.7% | -0.4% | -5.2% | -5.6% |
| 30D | -8.8% | +2.9% | -11.6% | -9.5% |
| 3M | +6.3% | +6.7% | -0.4% | +4.3% |
| 6M | -32.3% | +33.8% | -66.0% | -37.4% |
| YTD | -32.7% | +35.0% | -67.7% | -38.0% |
| 1Y | -43.7% | +46.4% | -90.1% | -49.3% |
| 3Y | -19.7% | +71.7% | -91.3% | -31.2% |
| 5Y | -11.6% | +113.7% | -125.3% | -28.9% |
| All | +181.2% | +251.1% | -69.8% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling