+3,553.7%
PNR vs TSN
+907.0%
+2,646.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | -3.0% | -5.0% | +2.0% | -2.0% |
| 30D | -14.9% | -9.1% | -5.8% | -13.2% |
| 3M | -19.0% | -7.4% | -11.6% | -17.8% |
| 6M | -35.9% | -13.4% | -22.6% | -34.2% |
| YTD | -43.1% | -8.5% | -34.7% | -42.3% |
| 1Y | -46.4% | -3.2% | -43.2% | -46.4% |
| 3Y | -10.8% | +11.5% | -22.3% | -14.4% |
| 5Y | -18.9% | -19.5% | +0.7% | -16.8% |
| 10Y | +64.4% | -9.1% | +73.5% | +58.8% |
| All | +3,553.7% | +907.0% | +2,646.7% | +1,880.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling