-10.4%
TSCO vs PNR
-21.7%
+11.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | -5.7% | -6.0% | +0.4% | -3.3% |
| 30D | -8.8% | -14.0% | +5.2% | -3.3% |
| 3M | +6.3% | -21.7% | +28.0% | +16.0% |
| 6M | -32.3% | -37.3% | +5.0% | -19.4% |
| YTD | -32.7% | -45.1% | +12.4% | -15.7% |
| 1Y | -43.7% | -49.1% | +5.5% | -27.1% |
| 3Y | -19.7% | -14.8% | -4.8% | -20.0% |
| All | -10.4% | -21.7% | +11.3% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling