+214.1%
TECK vs PRU
+98.4%
+115.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.2% | -2.8% | +1.6% | +0.8% |
| 30D | -5.7% | +8.5% | -14.2% | -11.0% |
| 3M | -3.6% | +1.7% | -5.4% | -5.2% |
| 6M | -2.2% | +24.8% | -27.0% | -16.9% |
| YTD | +33.6% | +13.3% | +20.3% | +20.9% |
| 1Y | +49.0% | +21.4% | +27.6% | +28.4% |
| 3Y | +85.4% | +54.8% | +30.6% | +32.0% |
| 5Y | +138.5% | +42.4% | +96.1% | +77.6% |
| All | +214.1% | +98.4% | +115.7% | +99.1% |
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