+172.3%
PCAR vs TSN
-22.4%
+194.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -0.5% | -6.3% | +5.8% | +0.9% |
| 30D | -6.2% | -10.8% | +4.6% | -3.8% |
| 3M | +5.9% | -8.8% | +14.7% | +7.8% |
| 6M | +0.4% | -16.8% | +17.2% | +4.3% |
| YTD | +14.8% | -10.0% | +24.8% | +16.6% |
| 1Y | +30.1% | -5.3% | +35.4% | +29.9% |
| 3Y | +66.7% | +8.5% | +58.1% | +58.3% |
| All | +172.3% | -22.4% | +194.7% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling