-21.5%
PFE vs TSN
-14.6%
-6.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.7% | +4.6% | -8.3% | -4.5% |
| 30D | +5.0% | +15.4% | -10.5% | +2.3% |
| 3M | +12.2% | +2.9% | +9.3% | +11.5% |
| 6M | +14.6% | -10.8% | +25.4% | +16.7% |
| YTD | +24.1% | +4.5% | +19.7% | +22.5% |
| 1Y | +26.6% | +19.5% | +7.0% | +21.6% |
| 3Y | +14.3% | +42.2% | -27.9% | +7.9% |
| All | -21.5% | -14.6% | -6.9% | -16.0% |
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