+131.5%
TSCO vs PR
+169.5%
-37.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +0.8% | +2.9% | -2.1% | +0.6% |
| 30D | +5.5% | +18.0% | -12.6% | +4.5% |
| 3M | +20.0% | +16.9% | +3.1% | +18.9% |
| 6M | -29.8% | +28.2% | -58.0% | -30.8% |
| YTD | -28.7% | +69.3% | -98.0% | -30.8% |
| 1Y | -40.9% | +69.5% | -110.4% | -42.7% |
| 3Y | -15.9% | +81.7% | -97.6% | -19.3% |
| 5Y | -3.5% | +422.2% | -425.7% | -12.6% |
| 10Y | +142.2% | +110.4% | +31.8% | +159.7% |
| All | +131.5% | +169.5% | -37.9% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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