+12,304.7%
PCAR vs TSN
+1,049.6%
+11,255.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +0.1% | +4.6% | -4.6% | -1.1% |
| 30D | -4.6% | +15.4% | -20.0% | -8.2% |
| 3M | -22.6% | +2.9% | -25.5% | -23.3% |
| 6M | -12.0% | -10.8% | -1.2% | -9.7% |
| YTD | -6.1% | +4.5% | -10.6% | -8.1% |
| 1Y | +6.3% | +19.5% | -13.2% | +0.1% |
| 3Y | +31.8% | +42.2% | -10.4% | +17.1% |
| 5Y | +104.2% | -14.2% | +118.4% | +105.7% |
| 10Y | +302.9% | +15.4% | +287.6% | +256.0% |
| All | +12,304.7% | +1,049.6% | +11,255.1% | +4,302.8% |
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 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