+27.8%
PCAR vs TSN
-3.0%
+30.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.9% |
| 7D | 0.0% | -5.0% | +5.1% | +0.3% |
| 30D | -7.7% | -9.1% | +1.4% | -7.1% |
| 3M | +3.7% | -7.4% | +11.1% | +4.3% |
| 6M | +2.3% | -13.4% | +15.7% | +3.3% |
| YTD | +12.8% | -8.5% | +21.3% | +13.0% |
| 1Y | +27.8% | -3.2% | +30.9% | +26.9% |
| All | +27.8% | -3.0% | +30.7% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling