-44.6%
PNR vs TSN
-5.8%
-38.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -2.4% | -6.3% | +4.0% | -1.5% |
| 30D | -12.8% | -10.8% | -2.0% | -11.2% |
| 3M | -17.0% | -8.8% | -8.2% | -15.8% |
| 6M | -37.4% | -16.8% | -20.6% | -35.8% |
| YTD | -41.6% | -10.0% | -31.6% | -40.9% |
| 1Y | -44.6% | -5.3% | -39.4% | -43.7% |
| All | -44.6% | -5.8% | -38.8% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling