+13.4%
PCAR vs TSN
+14.3%
-0.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +0.3% | +11.8% | -11.4% | -0.4% |
| 3M | -17.9% | +7.1% | -25.0% | -18.4% |
| 6M | -3.4% | -9.2% | +5.8% | -2.5% |
| YTD | -0.1% | +4.8% | -4.9% | -0.2% |
| 1Y | +13.4% | +11.6% | +1.8% | +12.0% |
| All | +13.4% | +14.3% | -0.9% | +12.0% |
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