+228.2%
TECK vs PRU
+105.1%
+123.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +5.4% |
| 7D | +3.1% | +3.2% | -0.1% | +1.0% |
| 30D | -5.0% | +7.9% | -12.9% | -9.9% |
| 3M | -2.6% | +1.8% | -4.4% | -4.2% |
| 6M | 0.0% | +24.1% | -24.2% | -14.7% |
| YTD | +35.6% | +12.4% | +23.3% | +23.6% |
| 1Y | +58.1% | +20.9% | +37.2% | +36.7% |
| 3Y | +93.3% | +55.5% | +37.9% | +37.2% |
| 5Y | +153.7% | +42.7% | +111.1% | +88.7% |
| All | +228.2% | +105.1% | +123.1% | +108.3% |
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