+47,655.7%
TSCO vs PNR
+1,527.7%
+46,128.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -3.1% | -5.5% | +2.4% | -1.2% |
| 30D | -4.4% | -15.6% | +11.2% | +1.3% |
| 3M | +9.7% | -20.2% | +29.9% | +17.7% |
| 6M | -32.4% | -36.6% | +4.2% | -21.8% |
| YTD | -31.7% | -45.0% | +13.3% | -17.3% |
| 1Y | -41.3% | -47.4% | +6.2% | -27.9% |
| 3Y | -18.3% | -13.7% | -4.6% | -16.8% |
| 5Y | -10.3% | -20.8% | +10.5% | -7.3% |
| 10Y | +188.5% | +65.2% | +123.3% | +123.7% |
| All | +47,655.7% | +1,527.7% | +46,128.0% | +20,519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling