-19.8%
PCOR vs TSN
-13.9%
-5.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +23.7% | +6.9% | +16.8% | +21.9% |
| 30D | +39.0% | +15.7% | +23.3% | +34.6% |
| 3M | +35.8% | +4.3% | +31.5% | +34.3% |
| 6M | +38.2% | -10.6% | +48.8% | +41.3% |
| YTD | +3.9% | +5.2% | -1.3% | +2.1% |
| 1Y | +5.7% | +18.7% | -13.0% | +0.8% |
| 3Y | +44.8% | +41.8% | +3.0% | +28.8% |
| All | -19.8% | -13.9% | -5.9% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling