+378.1%
TECK vs PRU
+139.4%
+238.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.3% | +5.6% |
| 7D | +7.8% | +1.9% | +5.8% | +6.2% |
| 30D | +8.3% | -0.4% | +8.7% | +8.3% |
| 3M | +16.1% | +16.4% | -0.4% | +3.9% |
| 6M | +42.9% | +26.0% | +16.8% | +20.9% |
| YTD | +50.8% | +9.9% | +40.8% | +39.8% |
| 1Y | +106.1% | +18.8% | +87.3% | +80.5% |
| 3Y | +84.0% | +45.4% | +38.7% | +37.6% |
| 5Y | +223.5% | +45.6% | +177.9% | +137.7% |
| 10Y | +378.1% | +139.6% | +238.5% | +155.7% |
| All | +378.1% | +139.4% | +238.7% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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