-14.0%
PCOR vs TSN
-14.0%
0.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +20.7% | +5.8% | +14.9% | +19.2% |
| 30D | +35.7% | +12.8% | +22.8% | +32.0% |
| 3M | +31.1% | +6.5% | +24.6% | +29.0% |
| 6M | +43.1% | -10.3% | +53.4% | +46.2% |
| YTD | +4.8% | +5.5% | -0.7% | +2.9% |
| 1Y | -3.7% | +15.8% | -19.5% | -7.6% |
| 3Y | +46.5% | +42.5% | +4.0% | +30.0% |
| All | -14.0% | -14.0% | 0.0% | -6.2% |
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