+764.9%
TSN vs PFG
+1,015.3%
-250.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.2% |
| 7D | -6.3% | +5.5% | -11.8% | -7.9% |
| 30D | -10.8% | +2.4% | -13.2% | -11.6% |
| 3M | -8.8% | +13.6% | -22.3% | -12.2% |
| 6M | -16.8% | +27.9% | -44.7% | -22.6% |
| YTD | -10.0% | +35.6% | -45.5% | -17.8% |
| 1Y | -5.3% | +48.5% | -53.7% | -15.7% |
| 3Y | +8.5% | +66.9% | -58.3% | -7.8% |
| 5Y | -22.9% | +111.0% | -133.9% | -39.5% |
| 10Y | -12.6% | +244.5% | -257.1% | -43.0% |
| All | +764.9% | +1,015.3% | -250.3% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling