+46,929.1%
TSCO vs PPG
+1,095.1%
+45,834.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -5.7% | -6.2% | +0.6% | -3.2% |
| 30D | -8.8% | -7.9% | -0.8% | -5.7% |
| 3M | +6.3% | -10.2% | +16.5% | +10.7% |
| 6M | -32.3% | +2.7% | -34.9% | -33.4% |
| YTD | -32.7% | +4.9% | -37.6% | -34.6% |
| 1Y | -43.7% | -3.2% | -40.5% | -43.6% |
| 3Y | -19.7% | -17.0% | -2.7% | -15.6% |
| 5Y | -11.6% | -23.3% | +11.7% | -6.3% |
| 10Y | +184.1% | +26.4% | +157.7% | +133.5% |
| All | +46,929.1% | +1,095.1% | +45,834.0% | +22,104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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