+3,391.6%
PFE vs TSN
+1,049.6%
+2,342.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.7% | +4.6% | -8.3% | -4.4% |
| 30D | +5.0% | +15.4% | -10.5% | +2.4% |
| 3M | +12.2% | +2.9% | +9.3% | +11.5% |
| 6M | +14.6% | -10.8% | +25.4% | +16.5% |
| YTD | +24.1% | +4.5% | +19.7% | +22.6% |
| 1Y | +26.6% | +19.5% | +7.0% | +22.1% |
| 3Y | +14.3% | +42.2% | -27.9% | +6.6% |
| 5Y | -21.9% | -14.2% | -7.7% | -21.6% |
| 10Y | +62.6% | +15.4% | +47.3% | +50.4% |
| All | +3,391.6% | +1,049.6% | +2,342.1% | +1,664.6% |
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 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