+293.0%
PCAR vs TSN
+13.2%
+279.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +2.9% | +4.9% | -2.0% | +1.7% |
| 30D | -2.1% | +12.1% | -14.2% | -4.8% |
| 3M | -20.4% | +4.1% | -24.5% | -21.3% |
| 6M | -7.0% | -10.9% | +3.9% | -4.6% |
| YTD | -2.6% | +4.8% | -7.4% | -4.6% |
| 1Y | +9.8% | +17.6% | -7.9% | +4.2% |
| 3Y | +37.3% | +43.2% | -6.0% | +22.5% |
| 5Y | +116.4% | -13.9% | +130.3% | +118.9% |
| 10Y | +293.0% | +11.8% | +281.1% | +258.5% |
| All | +293.0% | +13.2% | +279.8% | +258.5% |
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