+56.4%
TSN vs PFGC
+419.1%
-362.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -6.3% | -2.2% | -4.1% | -5.8% |
| 30D | -10.8% | -11.9% | +1.1% | -8.0% |
| 3M | -8.8% | +5.0% | -13.8% | -10.0% |
| 6M | -16.8% | +8.6% | -25.4% | -18.8% |
| YTD | -10.0% | +9.7% | -19.7% | -12.7% |
| 1Y | -5.3% | -6.3% | +1.0% | -4.6% |
| 3Y | +8.5% | +58.2% | -49.7% | -5.9% |
| 5Y | -22.9% | +110.4% | -133.4% | -40.0% |
| 10Y | -12.6% | +272.8% | -285.4% | -49.4% |
| All | +56.4% | +419.1% | -362.7% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling