-30.5%
TSCO vs PGR
+19.3%
-49.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.7% |
| 7D | +15.7% | +4.1% | +11.7% | +14.8% |
| 30D | +16.4% | +10.4% | +6.0% | +14.5% |
| 3M | +11.2% | +11.4% | -0.2% | +9.1% |
| 6M | +14.9% | +17.9% | -3.0% | +12.1% |
| YTD | -25.4% | +9.8% | -35.2% | -27.5% |
| All | -30.5% | +19.3% | -49.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling