-41.4%
PCOR vs TSN
-22.4%
-19.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -9.0% | -6.3% | -2.6% | -7.8% |
| 30D | +4.2% | -10.8% | +15.0% | +6.7% |
| 3M | +14.4% | -8.8% | +23.2% | +16.6% |
| 6M | +0.2% | -16.8% | +17.0% | +3.8% |
| YTD | -20.3% | -10.0% | -10.3% | -18.9% |
| 1Y | -16.1% | -5.3% | -10.9% | -15.9% |
| 3Y | -14.7% | +8.5% | -23.2% | -18.9% |
| All | -41.4% | -22.4% | -19.0% | -35.1% |
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