-5.1%
PCG vs TSN
-5.8%
+0.7%
-30.2%
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 | -13.9% | -6.3% | -7.5% | -13.4% |
| 30D | -16.9% | -10.8% | -6.1% | -15.8% |
| 3M | -14.7% | -8.8% | -6.0% | -13.9% |
| 6M | -23.8% | -16.8% | -7.0% | -22.3% |
| YTD | -10.5% | -10.0% | -0.5% | -10.1% |
| 1Y | -5.1% | -5.3% | +0.1% | -4.3% |
| All | -5.1% | -5.8% | +0.7% | -4.3% |
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 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