+35.6%
PFE vs TSN
+19.9%
+15.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +1.7% |
| 7D | +4.6% | +8.4% | -3.9% | +3.2% |
| 30D | +12.3% | +16.1% | -3.8% | +9.8% |
| 3M | +21.2% | +3.2% | +18.0% | +20.4% |
| 6M | +21.1% | -11.1% | +32.2% | +23.2% |
| YTD | +30.0% | +5.1% | +25.0% | +28.3% |
| 1Y | +35.6% | +19.4% | +16.2% | +29.6% |
| All | +35.6% | +19.9% | +15.7% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling