-2.0%
TSN vs PFG
+49.2%
-51.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +1.4% | -3.0% | +4.3% | +1.6% |
| 30D | -6.2% | +2.5% | -8.6% | -6.3% |
| 3M | -5.7% | +6.1% | -11.7% | -6.4% |
| 6M | -11.4% | +31.3% | -42.7% | -14.8% |
| YTD | -8.2% | +33.6% | -41.7% | -12.0% |
| 1Y | -2.0% | +48.5% | -50.5% | -7.9% |
| All | -2.0% | +49.2% | -51.2% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling