+185.6%
TSCO vs PWR
+2,415.0%
-2,229.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -4.4% | -7.7% | +3.4% | -2.7% |
| 3M | +9.7% | -4.9% | +14.6% | +9.8% |
| 6M | -32.4% | +9.7% | -42.1% | -35.9% |
| YTD | -31.7% | +46.7% | -78.3% | -40.7% |
| 1Y | -41.3% | +58.7% | -100.0% | -50.6% |
| 3Y | -18.3% | +200.7% | -219.0% | -46.8% |
| 5Y | -10.3% | +438.6% | -448.8% | -53.3% |
| All | +185.6% | +2,415.0% | -2,229.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling