+49.6%
PFE vs TSN
+13.2%
+36.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -4.7% | +4.9% | -9.6% | -5.5% |
| 30D | +3.4% | +12.1% | -8.7% | +1.4% |
| 3M | +9.2% | +4.1% | +5.1% | +8.4% |
| 6M | +15.8% | -10.9% | +26.7% | +17.8% |
| YTD | +23.4% | +4.8% | +18.7% | +21.9% |
| 1Y | +25.8% | +17.6% | +8.2% | +21.8% |
| 3Y | +17.8% | +43.2% | -25.4% | +10.4% |
| 5Y | -20.2% | -13.9% | -6.3% | -20.0% |
| 10Y | +49.6% | +11.8% | +37.7% | +43.3% |
| All | +49.6% | +13.2% | +36.4% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling