+49.8%
PRU vs TSN
+10.8%
+39.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +1.9% | -6.3% | +8.2% | +3.2% |
| 30D | +2.7% | -10.8% | +13.5% | +5.2% |
| 3M | +19.5% | -8.8% | +28.2% | +21.6% |
| 6M | +26.6% | -16.8% | +43.5% | +31.2% |
| YTD | +12.3% | -10.0% | +22.3% | +13.6% |
| 1Y | +18.0% | -5.3% | +23.3% | +17.4% |
| All | +49.8% | +10.8% | +39.0% | +38.5% |
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