+56.3%
PRU vs TSN
+41.9%
+14.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.1% |
| 7D | +3.6% | -1.4% | +5.1% | +4.0% |
| 30D | +8.9% | +8.5% | +0.4% | +7.0% |
| 3M | +0.2% | +5.3% | -5.1% | -1.1% |
| 6M | +23.7% | -10.5% | +34.2% | +26.4% |
| YTD | +13.7% | +3.0% | +10.8% | +11.7% |
| 1Y | +20.6% | +12.1% | +8.5% | +15.5% |
| 3Y | +56.3% | +43.1% | +13.2% | +40.8% |
| All | +56.3% | +41.9% | +14.4% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling