+134.6%
TECK vs PRU
+42.1%
+92.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.2% |
| 7D | -0.4% | +3.6% | -4.1% | -2.7% |
| 30D | -7.1% | +8.9% | -16.0% | -12.2% |
| 3M | -5.5% | +0.2% | -5.7% | -5.9% |
| 6M | -9.7% | +23.7% | -33.4% | -22.5% |
| YTD | +26.3% | +13.7% | +12.5% | +14.3% |
| 1Y | +44.4% | +20.6% | +23.7% | +25.3% |
| 3Y | +70.1% | +56.3% | +13.7% | +19.0% |
| All | +134.6% | +42.1% | +92.5% | +71.6% |
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