-49.1%
PNR vs TSN
-1.7%
-47.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -6.0% | +3.0% | -9.1% | -6.4% |
| 30D | -14.0% | -4.2% | -9.8% | -13.5% |
| 3M | -21.7% | -3.9% | -17.8% | -21.2% |
| 6M | -37.3% | -9.8% | -27.4% | -36.8% |
| YTD | -45.1% | -7.3% | -37.9% | -44.7% |
| 1Y | -49.1% | -2.2% | -46.9% | -49.4% |
| All | -49.1% | -1.7% | -47.5% | -49.4% |
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