+70.1%
TECK vs PRU
+56.8%
+13.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.2% |
| 7D | -0.4% | +3.6% | -4.1% | -2.5% |
| 30D | -7.1% | +8.9% | -16.0% | -11.7% |
| 3M | -5.5% | +0.2% | -5.7% | -5.8% |
| 6M | -9.7% | +23.7% | -33.4% | -21.5% |
| YTD | +26.3% | +13.7% | +12.5% | +15.2% |
| 1Y | +44.4% | +20.6% | +23.7% | +26.7% |
| 3Y | +70.1% | +56.3% | +13.7% | +23.8% |
| All | +70.1% | +56.8% | +13.3% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling