+12,469.4%
TSCO vs PFG
+999.6%
+11,469.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | +1.7% | +6.0% | -4.3% | +0.1% |
| 30D | +2.8% | +2.2% | +0.6% | +2.1% |
| 3M | +17.9% | +10.4% | +7.5% | +14.7% |
| 6M | -28.6% | +27.8% | -56.4% | -33.1% |
| YTD | -28.0% | +33.6% | -61.7% | -33.5% |
| 1Y | -39.9% | +49.3% | -89.2% | -46.0% |
| 3Y | -14.0% | +69.7% | -83.7% | -25.8% |
| 5Y | -2.9% | +111.3% | -114.3% | -21.8% |
| 10Y | +199.5% | +240.3% | -40.8% | +101.1% |
| All | +12,469.4% | +999.6% | +11,469.7% | +4,555.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling