+45.6%
PRU vs TSN
-20.8%
+66.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.7% |
| 7D | +1.9% | -5.0% | +7.0% | +3.3% |
| 30D | -0.4% | -9.1% | +8.7% | +2.3% |
| 3M | +16.4% | -7.4% | +23.8% | +18.8% |
| 6M | +26.0% | -13.4% | +39.4% | +30.5% |
| YTD | +9.9% | -8.5% | +18.4% | +11.4% |
| 1Y | +18.8% | -3.2% | +22.0% | +17.7% |
| 3Y | +45.3% | +11.5% | +33.9% | +34.4% |
| 5Y | +45.6% | -19.5% | +65.1% | +48.7% |
| All | +45.6% | -20.8% | +66.4% | +48.7% |
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