+295.0%
PCAR vs TSN
+17.5%
+277.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +0.3% | +11.8% | -11.4% | -2.4% |
| 3M | -17.9% | +7.1% | -25.0% | -19.5% |
| 6M | -3.4% | -9.2% | +5.8% | -1.4% |
| YTD | -0.1% | +4.8% | -4.9% | -2.2% |
| 1Y | +13.4% | +11.6% | +1.8% | +9.1% |
| 3Y | +37.2% | +41.5% | -4.3% | +22.6% |
| 5Y | +117.3% | -15.5% | +132.9% | +121.0% |
| 10Y | +295.0% | +16.9% | +278.1% | +258.3% |
| All | +295.0% | +17.5% | +277.5% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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