+15,068.3%
PCAR vs TSN
+890.5%
+14,177.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -0.5% | -6.3% | +5.8% | +1.1% |
| 30D | -6.2% | -10.8% | +4.6% | -3.4% |
| 3M | +5.9% | -8.8% | +14.7% | +8.1% |
| 6M | +0.4% | -16.8% | +17.2% | +4.8% |
| YTD | +14.8% | -10.0% | +24.8% | +17.1% |
| 1Y | +30.1% | -5.3% | +35.4% | +30.5% |
| 3Y | +66.7% | +8.5% | +58.1% | +59.3% |
| 5Y | +166.1% | -22.9% | +189.1% | +176.1% |
| 10Y | +353.7% | -12.6% | +366.3% | +332.0% |
| All | +15,068.3% | +890.5% | +14,177.9% | +5,509.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling