-20.8%
PNR vs TSN
-18.6%
-2.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | -5.5% | +1.4% | -6.8% | -5.9% |
| 30D | -15.6% | -6.2% | -9.4% | -14.2% |
| 3M | -20.2% | -5.7% | -14.5% | -19.1% |
| 6M | -36.6% | -11.4% | -25.2% | -34.9% |
| YTD | -45.0% | -8.2% | -36.8% | -44.2% |
| 1Y | -47.4% | -2.0% | -45.4% | -47.8% |
| 3Y | -13.7% | +11.9% | -25.6% | -19.8% |
| 5Y | -20.8% | -17.8% | -3.0% | -17.7% |
| All | -20.8% | -18.6% | -2.2% | -17.7% |
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 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