+16.9%
TSN vs PFG
+189.4%
-172.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -0.3% | -2.2% | +2.0% | +0.4% |
| 30D | +11.8% | +6.4% | +5.4% | +9.5% |
| 3M | +7.1% | +2.2% | +4.8% | +5.9% |
| 6M | -9.2% | +16.3% | -25.4% | -13.9% |
| YTD | +4.8% | +33.2% | -28.4% | -5.4% |
| 1Y | +11.6% | +40.6% | -29.0% | -1.0% |
| 3Y | +41.5% | +83.3% | -41.8% | +12.6% |
| 5Y | -15.5% | +97.7% | -113.3% | -35.9% |
| 10Y | +16.9% | +189.9% | -173.0% | -27.0% |
| All | +16.9% | +189.4% | -172.5% | -27.0% |
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