+42.5%
TSN vs PFGC
+84.6%
-42.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +5.8% | +15.0% | -9.2% | +3.2% |
| 30D | +12.8% | +17.0% | -4.2% | +9.8% |
| 3M | +6.5% | -2.5% | +8.9% | +6.3% |
| 6M | -10.3% | +19.2% | -29.5% | -12.8% |
| YTD | +5.5% | +23.4% | -17.9% | +1.7% |
| 1Y | +15.8% | +13.9% | +1.9% | +12.8% |
| 3Y | +42.5% | +82.0% | -39.5% | +22.0% |
| All | +42.5% | +84.6% | -42.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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