+196.9%
TECK vs PRU
+99.2%
+97.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.3% |
| 7D | -0.4% | +3.6% | -4.1% | -2.8% |
| 30D | -7.1% | +8.9% | -16.0% | -12.5% |
| 3M | -5.5% | +0.2% | -5.7% | -6.0% |
| 6M | -9.7% | +23.7% | -33.4% | -22.8% |
| YTD | +26.3% | +13.7% | +12.5% | +14.0% |
| 1Y | +44.4% | +20.6% | +23.7% | +25.0% |
| 3Y | +70.1% | +56.3% | +13.7% | +20.2% |
| 5Y | +125.8% | +42.3% | +83.4% | +68.2% |
| All | +196.9% | +99.2% | +97.7% | +87.7% |
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