+42.5%
TSN vs PFG
+86.4%
-43.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +5.8% | +3.0% | +2.9% | +5.2% |
| 30D | +12.8% | +8.2% | +4.7% | +11.1% |
| 3M | +6.5% | +2.7% | +3.8% | +5.7% |
| 6M | -10.3% | +17.2% | -27.5% | -13.4% |
| YTD | +5.5% | +34.8% | -29.2% | -1.6% |
| 1Y | +15.8% | +43.6% | -27.8% | +6.3% |
| 3Y | +42.5% | +85.4% | -42.9% | +12.1% |
| All | +42.5% | +86.4% | -43.9% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling