+800.4%
PRU vs TSN
+600.8%
+199.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +1.9% | -6.3% | +8.2% | +4.7% |
| 30D | +2.7% | -10.8% | +13.5% | +8.0% |
| 3M | +19.5% | -8.8% | +28.2% | +23.9% |
| 6M | +26.6% | -16.8% | +43.5% | +36.2% |
| YTD | +12.3% | -10.0% | +22.3% | +15.9% |
| 1Y | +18.0% | -5.3% | +23.3% | +18.4% |
| 3Y | +47.0% | +8.5% | +38.5% | +35.3% |
| 5Y | +48.4% | -22.9% | +71.4% | +57.3% |
| 10Y | +142.4% | -12.6% | +155.1% | +128.3% |
| All | +800.4% | +600.8% | +199.5% | +151.5% |
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 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