+81.4%
PEP vs TSN
-8.5%
+89.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | +0.1% | -5.0% | +5.1% | +1.3% |
| 30D | +0.7% | -9.1% | +9.7% | +2.9% |
| 3M | -0.5% | -7.4% | +6.9% | +1.2% |
| 6M | -11.3% | -13.4% | +2.1% | -8.6% |
| YTD | -0.6% | -8.5% | +7.9% | +1.0% |
| 1Y | +1.7% | -3.2% | +4.8% | +1.8% |
| 3Y | -12.5% | +11.5% | -24.0% | -15.4% |
| 5Y | +3.9% | -19.5% | +23.4% | +7.0% |
| All | +81.4% | -8.5% | +89.9% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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