+896.8%
TSN vs PFG
+979.8%
-83.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +10.2% | +5.0% | +5.2% | +8.7% |
| 3M | +7.2% | +0.1% | +7.1% | +6.8% |
| 6M | -10.6% | +13.8% | -24.4% | -14.1% |
| YTD | +3.7% | +31.2% | -27.5% | -4.5% |
| 1Y | +13.5% | +37.1% | -23.6% | +3.2% |
| 3Y | +40.1% | +80.6% | -40.5% | +16.5% |
| 5Y | -14.5% | +93.7% | -108.2% | -31.3% |
| 10Y | +15.7% | +185.5% | -169.9% | -20.8% |
| All | +896.8% | +979.8% | -83.0% | +269.1% |
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 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