-40.9%
TSCO vs PNR
-43.1%
+2.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.8% | -2.4% | +3.1% | +1.4% |
| 30D | +5.5% | -12.8% | +18.2% | +9.2% |
| 3M | +20.0% | -17.0% | +36.9% | +24.9% |
| 6M | -29.8% | -37.4% | +7.6% | -20.7% |
| YTD | -28.7% | -41.6% | +12.9% | -18.6% |
| 1Y | -40.9% | -44.6% | +3.7% | -30.6% |
| All | -40.9% | -43.1% | +2.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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