+50,177.4%
TSCO vs PH
+15,088.5%
+35,088.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +2.8% | -10.8% | +13.6% | +6.9% |
| 3M | +17.9% | +8.5% | +9.4% | +14.2% |
| 6M | -28.6% | +3.9% | -32.5% | -30.0% |
| YTD | -28.0% | +9.4% | -37.5% | -30.8% |
| 1Y | -39.9% | +26.8% | -66.6% | -45.3% |
| 3Y | -14.0% | +140.8% | -154.8% | -38.9% |
| 5Y | -2.9% | +253.8% | -256.7% | -40.8% |
| 10Y | +199.5% | +792.3% | -592.8% | +21.7% |
| All | +50,177.4% | +15,088.5% | +35,088.9% | +13,851.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling