+46,929.1%
TSCO vs PGR
+14,606.9%
+32,322.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.7% | -0.6% | -5.1% | -5.5% |
| 30D | -8.8% | +4.9% | -13.7% | -10.1% |
| 3M | +6.3% | +7.6% | -1.3% | +3.6% |
| 6M | -32.3% | +8.3% | -40.5% | -34.3% |
| YTD | -32.7% | +1.7% | -34.4% | -33.6% |
| 1Y | -43.7% | -6.8% | -36.8% | -43.1% |
| 3Y | -19.7% | +73.4% | -93.1% | -33.8% |
| 5Y | -11.6% | +161.2% | -172.8% | -37.0% |
| 10Y | +184.1% | +819.5% | -635.4% | +35.7% |
| All | +46,929.1% | +14,606.9% | +32,322.3% | +39,401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling