+367.9%
PCAR vs TSN
-9.4%
+377.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.2% | -7.3% | +7.1% | +1.5% |
| 30D | -6.9% | -8.6% | +1.8% | -5.0% |
| 3M | +2.1% | -7.5% | +9.6% | +3.7% |
| 6M | +1.6% | -14.1% | +15.7% | +4.7% |
| YTD | +12.2% | -9.4% | +21.7% | +14.0% |
| 1Y | +28.0% | -4.1% | +32.1% | +27.9% |
| 3Y | +61.0% | +10.3% | +50.6% | +53.5% |
| 5Y | +163.9% | -19.7% | +183.7% | +171.4% |
| 10Y | +367.9% | -7.0% | +374.9% | +343.8% |
| All | +367.9% | -9.4% | +377.3% | +343.8% |
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