-9.3%
PCOR vs TSN
-14.8%
+5.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +3.0% | -1.4% | +4.5% | +3.4% |
| 30D | +38.7% | +8.5% | +30.2% | +36.2% |
| 3M | +24.9% | +5.3% | +19.6% | +23.2% |
| 6M | +68.8% | -10.5% | +79.3% | +72.6% |
| YTD | +6.7% | +3.0% | +3.8% | +5.4% |
| 1Y | +3.0% | +12.1% | -9.1% | -0.5% |
| 3Y | +48.6% | +43.1% | +5.5% | +31.0% |
| All | -9.3% | -14.8% | +5.6% | -1.1% |
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