-19.5%
TSN vs PFG
+110.7%
-130.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | -5.0% | +6.0% | -11.0% | -6.7% |
| 30D | -9.1% | +2.2% | -11.3% | -9.8% |
| 3M | -7.4% | +10.4% | -17.8% | -10.1% |
| 6M | -13.4% | +27.8% | -41.2% | -19.4% |
| YTD | -8.5% | +33.6% | -42.1% | -16.1% |
| 1Y | -3.2% | +49.3% | -52.5% | -14.1% |
| 3Y | +11.5% | +69.7% | -58.2% | -6.7% |
| 5Y | -19.5% | +111.3% | -130.9% | -37.4% |
| All | -19.5% | +110.7% | -130.2% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling