+181.2%
TSCO vs PH
+820.2%
-638.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | -5.7% | -1.3% | -4.4% | -5.3% |
| 30D | -8.8% | -11.0% | +2.2% | -5.4% |
| 3M | +6.3% | +5.5% | +0.8% | +4.3% |
| 6M | -32.3% | +1.5% | -33.7% | -32.9% |
| YTD | -32.7% | +8.8% | -41.5% | -34.9% |
| 1Y | -43.7% | +24.5% | -68.2% | -48.0% |
| 3Y | -19.7% | +141.2% | -160.8% | -41.5% |
| 5Y | -11.6% | +256.3% | -267.9% | -44.2% |
| All | +181.2% | +820.2% | -638.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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