+3.3%
PEP vs TSN
-13.9%
+17.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +6.7% | +6.9% | -0.2% | +4.7% |
| 30D | +13.5% | +15.7% | -2.1% | +9.0% |
| 3M | +3.9% | +4.3% | -0.3% | +2.5% |
| 6M | -6.0% | -10.6% | +4.6% | -3.4% |
| YTD | +2.5% | +5.2% | -2.8% | +0.2% |
| 1Y | +3.9% | +18.7% | -14.7% | -2.0% |
| 3Y | -4.7% | +41.8% | -46.4% | -13.5% |
| All | +3.3% | -13.9% | +17.3% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling