+3,260.6%
PEP vs TSN
+1,053.2%
+2,207.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.0% | +4.9% | -3.8% | +0.3% |
| 30D | +12.6% | +12.1% | +0.6% | +10.5% |
| 3M | +3.1% | +4.1% | -1.0% | +2.4% |
| 6M | -6.3% | -10.9% | +4.6% | -4.6% |
| YTD | +1.9% | +4.8% | -2.9% | +0.8% |
| 1Y | +3.3% | +17.6% | -14.4% | +0.2% |
| 3Y | -4.8% | +43.2% | -48.1% | -10.8% |
| 5Y | +2.0% | -13.9% | +15.9% | +2.9% |
| 10Y | +80.3% | +11.8% | +68.5% | +70.1% |
| All | +3,260.6% | +1,053.2% | +2,207.4% | +1,496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling