-10.3%
TSCO vs PFG
+108.9%
-119.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -3.1% | -3.0% | -0.1% | -2.2% |
| 30D | -4.4% | +2.5% | -6.8% | -5.2% |
| 3M | +9.7% | +6.1% | +3.6% | +7.2% |
| 6M | -32.4% | +31.3% | -63.7% | -38.5% |
| YTD | -31.7% | +33.6% | -65.2% | -38.3% |
| 1Y | -41.3% | +48.5% | -89.8% | -49.0% |
| 3Y | -18.3% | +69.6% | -87.9% | -33.2% |
| 5Y | -10.3% | +111.5% | -121.7% | -30.8% |
| All | -10.3% | +108.9% | -119.2% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling