+901.6%
TSN vs PPG
+2,625.9%
-1,724.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | -7.3% | -3.7% | -3.6% | -6.1% |
| 30D | -8.6% | -7.2% | -1.4% | -6.3% |
| 3M | -7.5% | -7.3% | -0.2% | -5.5% |
| 6M | -14.1% | +0.3% | -14.4% | -15.1% |
| YTD | -9.4% | +6.5% | -16.0% | -12.7% |
| 1Y | -4.1% | +0.5% | -4.6% | -5.9% |
| 3Y | +10.3% | -15.3% | +25.6% | +13.0% |
| 5Y | -19.7% | -22.9% | +3.2% | -17.1% |
| 10Y | -7.0% | +28.4% | -35.4% | -22.4% |
| All | +901.6% | +2,625.9% | -1,724.3% | +263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling