+106.1%
PRU vs TSN
+13.2%
+93.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | +3.2% | +4.9% | -1.7% | +1.2% |
| 30D | +7.9% | +12.1% | -4.1% | +3.0% |
| 3M | +1.8% | +4.1% | -2.3% | -0.2% |
| 6M | +24.1% | -10.9% | +35.0% | +29.4% |
| YTD | +12.4% | +4.8% | +7.6% | +8.4% |
| 1Y | +20.9% | +17.6% | +3.3% | +10.7% |
| 3Y | +55.5% | +43.2% | +12.3% | +27.3% |
| 5Y | +42.7% | -13.9% | +56.5% | +44.8% |
| 10Y | +106.1% | +11.8% | +94.3% | +83.1% |
| All | +106.1% | +13.2% | +93.0% | +83.1% |
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