+181.2%
TSCO vs PFGC
+292.9%
-111.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -5.7% | -4.8% | -0.9% | -4.9% |
| 30D | -8.8% | -12.5% | +3.8% | -6.8% |
| 3M | +6.3% | -9.7% | +16.1% | +8.0% |
| 6M | -32.3% | +7.0% | -39.3% | -33.1% |
| YTD | -32.7% | +4.5% | -37.2% | -33.4% |
| 1Y | -43.7% | -11.6% | -32.1% | -42.9% |
| 3Y | -19.7% | +58.5% | -78.2% | -25.7% |
| 5Y | -11.6% | +112.6% | -124.2% | -22.4% |
| All | +181.2% | +292.9% | -111.6% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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