-6.8%
TSN vs PPG
+26.9%
-33.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.0% | -6.2% | +9.3% | +5.3% |
| 30D | -4.2% | -7.9% | +3.8% | -1.5% |
| 3M | -3.9% | -10.2% | +6.3% | -0.7% |
| 6M | -9.8% | +2.7% | -12.5% | -11.7% |
| YTD | -7.3% | +4.9% | -12.1% | -10.4% |
| 1Y | -2.2% | -3.2% | +1.0% | -2.9% |
| 3Y | +11.9% | -17.0% | +28.9% | +15.7% |
| 5Y | -16.9% | -23.3% | +6.4% | -13.6% |
| All | -6.8% | +26.9% | -33.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling