+158.8%
PGR vs TSN
-17.2%
+175.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -0.6% | +3.0% | -3.6% | -1.1% |
| 30D | +4.9% | -4.2% | +9.1% | +5.6% |
| 3M | +7.6% | -3.9% | +11.5% | +8.3% |
| 6M | +8.3% | -9.8% | +18.1% | +9.7% |
| YTD | +1.7% | -7.3% | +9.0% | +2.5% |
| 1Y | -6.8% | -2.2% | -4.6% | -7.0% |
| 3Y | +73.4% | +11.9% | +61.6% | +70.8% |
| All | +158.8% | -17.2% | +175.9% | +168.6% |
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