-77.6%
PCG vs TSN
+14.3%
-91.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -1.6% | +4.6% | -6.2% | -3.0% |
| 30D | +1.4% | +15.4% | -14.0% | -3.1% |
| 3M | -23.4% | +2.9% | -26.3% | -24.3% |
| 6M | -19.4% | -10.8% | -8.6% | -16.9% |
| YTD | -18.5% | +4.5% | -23.0% | -20.5% |
| 1Y | -19.5% | +19.5% | -39.1% | -25.1% |
| 3Y | -21.0% | +42.2% | -63.2% | -31.6% |
| 5Y | +13.7% | -14.2% | +27.9% | +14.8% |
| All | -77.6% | +14.3% | -91.9% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling