+22,782.0%
TSCO vs PWR
+8,583.6%
+14,198.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +0.8% | +3.6% | -2.8% | +0.2% |
| 30D | +5.5% | -8.6% | +14.0% | +6.9% |
| 3M | +20.0% | -13.2% | +33.1% | +21.9% |
| 6M | -29.8% | +9.9% | -39.7% | -32.1% |
| YTD | -28.7% | +48.0% | -76.7% | -34.8% |
| 1Y | -40.9% | +66.2% | -107.1% | -47.3% |
| 3Y | -15.9% | +195.1% | -211.0% | -33.8% |
| 5Y | -3.5% | +442.6% | -446.0% | -32.4% |
| 10Y | +142.2% | +2,334.2% | -2,192.0% | +28.5% |
| All | +22,782.0% | +8,583.6% | +14,198.4% | +7,701.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling