-16.0%
PCG vs TSN
+19.9%
-35.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.2% |
| 7D | +1.9% | +8.4% | -6.5% | +1.0% |
| 30D | +8.5% | +16.1% | -7.6% | +6.7% |
| 3M | -22.9% | +3.2% | -26.0% | -23.3% |
| 6M | -16.8% | -11.1% | -5.6% | -15.9% |
| YTD | -15.8% | +5.1% | -20.9% | -17.0% |
| 1Y | -16.0% | +19.4% | -35.4% | -20.0% |
| All | -16.0% | +19.9% | -35.9% | -20.0% |
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