+195.2%
TECK vs PRU
+48.6%
+146.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | -0.3% | +1.9% | -2.2% | -1.6% |
| 30D | +4.6% | +2.7% | +1.9% | +2.6% |
| 3M | +2.8% | +19.5% | -16.6% | -9.3% |
| 6M | +24.9% | +26.6% | -1.7% | +5.9% |
| YTD | +44.7% | +12.3% | +32.4% | +32.6% |
| 1Y | +112.0% | +18.0% | +93.9% | +86.8% |
| 3Y | +67.6% | +47.0% | +20.6% | +23.5% |
| All | +195.2% | +48.6% | +146.6% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling