-10.4%
TSCO vs PFGC
+110.3%
-120.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.7% | -4.8% | -0.9% | -4.4% |
| 30D | -8.8% | -12.5% | +3.8% | -5.4% |
| 3M | +6.3% | -9.7% | +16.1% | +9.1% |
| 6M | -32.3% | +7.0% | -39.3% | -33.7% |
| YTD | -32.7% | +4.5% | -37.2% | -34.2% |
| 1Y | -43.7% | -11.6% | -32.1% | -42.3% |
| 3Y | -19.7% | +58.5% | -78.2% | -31.0% |
| All | -10.4% | +110.3% | -120.7% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling