+3,159.9%
PEP vs TSN
+890.5%
+2,269.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.4% | -6.3% | +4.9% | -0.4% |
| 30D | +0.2% | -10.8% | +11.0% | +2.1% |
| 3M | -1.1% | -8.8% | +7.6% | +0.3% |
| 6M | -13.5% | -16.8% | +3.3% | -11.1% |
| YTD | -1.2% | -10.0% | +8.8% | +0.2% |
| 1Y | -1.6% | -5.3% | +3.7% | -1.1% |
| 3Y | -12.5% | +8.5% | -21.0% | -14.2% |
| 5Y | +3.0% | -22.9% | +26.0% | +5.8% |
| 10Y | +73.9% | -12.6% | +86.6% | +70.5% |
| All | +3,159.9% | +890.5% | +2,269.5% | +1,488.3% |
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 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