-30.8%
TSCO vs PPL
+1.0%
-31.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | +11.3% | +4.3% | +7.0% | +10.0% |
| 3M | +9.1% | +2.9% | +6.1% | +8.0% |
| 6M | +24.2% | +1.1% | +23.1% | +23.7% |
| YTD | -23.5% | +4.5% | -28.0% | -24.3% |
| 1Y | -30.8% | +0.1% | -30.9% | -30.4% |
| All | -30.8% | +1.0% | -31.7% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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