-13.8%
PCG vs TSN
+10.8%
-24.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | -13.9% | -6.3% | -7.5% | -12.8% |
| 30D | -16.9% | -10.8% | -6.1% | -14.9% |
| 3M | -14.7% | -8.8% | -6.0% | -13.3% |
| 6M | -23.8% | -16.8% | -7.0% | -21.0% |
| YTD | -10.5% | -10.0% | -0.5% | -9.3% |
| 1Y | -5.1% | -5.3% | +0.1% | -5.4% |
| All | -13.8% | +10.8% | -24.6% | -22.1% |
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