-7.7%
TSN vs PFG
+247.4%
-255.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +1.4% | -3.0% | +4.3% | +2.3% |
| 30D | -6.2% | +2.5% | -8.6% | -7.2% |
| 3M | -5.7% | +6.1% | -11.7% | -7.8% |
| 6M | -11.4% | +31.3% | -42.7% | -19.3% |
| YTD | -8.2% | +33.6% | -41.7% | -17.0% |
| 1Y | -2.0% | +48.5% | -50.5% | -14.7% |
| 3Y | +11.9% | +69.6% | -57.7% | -8.5% |
| 5Y | -17.8% | +111.5% | -129.2% | -39.0% |
| All | -7.7% | +247.4% | -255.1% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling