-18.3%
PCG vs TSN
+41.9%
-60.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +2.2% | -1.4% | +3.6% | +2.5% |
| 30D | +0.8% | +8.5% | -7.7% | -1.0% |
| 3M | -23.8% | +5.3% | -29.1% | -24.8% |
| 6M | -19.6% | -10.5% | -9.1% | -17.8% |
| YTD | -16.7% | +3.0% | -19.7% | -18.1% |
| 1Y | -19.4% | +12.1% | -31.5% | -22.6% |
| 3Y | -18.3% | +43.1% | -61.4% | -30.9% |
| All | -18.3% | +41.9% | -60.2% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling