+11.9%
TSN vs PPG
-17.4%
+29.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.0% | -6.2% | +9.3% | +4.4% |
| 30D | -4.2% | -7.9% | +3.8% | -2.6% |
| 3M | -3.9% | -10.2% | +6.3% | -2.0% |
| 6M | -9.8% | +2.7% | -12.5% | -11.0% |
| YTD | -7.3% | +4.9% | -12.1% | -9.5% |
| 1Y | -2.2% | -3.2% | +1.0% | -2.6% |
| 3Y | +11.9% | -17.0% | +28.9% | +11.4% |
| All | +11.9% | -17.4% | +29.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling