-4.6%
PEP vs TSN
+43.3%
-47.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +6.7% | +6.9% | -0.2% | +4.3% |
| 30D | +13.5% | +15.7% | -2.1% | +8.2% |
| 3M | +3.9% | +4.3% | -0.3% | +2.3% |
| 6M | -6.0% | -10.6% | +4.6% | -2.8% |
| YTD | +2.5% | +5.2% | -2.8% | -0.5% |
| 1Y | +3.9% | +18.7% | -14.7% | -3.9% |
| All | -4.6% | +43.3% | -47.9% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling