+148.9%
TSCO vs PFGC
+409.4%
-260.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.2% |
| 7D | +1.7% | -2.4% | +4.1% | +2.1% |
| 30D | +2.8% | -15.8% | +18.6% | +5.6% |
| 3M | +17.9% | -0.6% | +18.5% | +17.9% |
| 6M | -28.6% | +10.7% | -39.3% | -29.8% |
| YTD | -28.0% | +7.6% | -35.7% | -29.2% |
| 1Y | -39.9% | -7.8% | -32.0% | -39.4% |
| 3Y | -14.0% | +63.7% | -77.7% | -21.0% |
| 5Y | -2.9% | +112.3% | -115.2% | -15.0% |
| 10Y | +199.5% | +286.7% | -87.2% | +129.5% |
| All | +148.9% | +409.4% | -260.5% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling