+67.6%
PCAR vs TSN
+10.8%
+56.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -0.5% | -6.3% | +5.8% | +0.5% |
| 30D | -6.2% | -10.8% | +4.6% | -4.4% |
| 3M | +5.9% | -8.8% | +14.7% | +7.3% |
| 6M | +0.4% | -16.8% | +17.2% | +3.5% |
| YTD | +14.8% | -10.0% | +24.8% | +16.0% |
| 1Y | +30.1% | -5.3% | +35.4% | +29.5% |
| All | +67.6% | +10.8% | +56.8% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling