+2,171.4%
TECK vs PRU
+721.8%
+1,449.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | -0.3% | +1.9% | -2.2% | -1.4% |
| 30D | +4.6% | +2.7% | +1.9% | +2.9% |
| 3M | +2.8% | +19.5% | -16.6% | -7.6% |
| 6M | +24.9% | +26.6% | -1.7% | +8.6% |
| YTD | +44.7% | +12.3% | +32.4% | +34.5% |
| 1Y | +112.0% | +18.0% | +93.9% | +90.7% |
| 3Y | +67.6% | +47.0% | +20.6% | +31.9% |
| 5Y | +200.3% | +48.4% | +151.9% | +133.5% |
| 10Y | +358.2% | +142.4% | +215.8% | +161.6% |
| All | +2,171.4% | +721.8% | +1,449.6% | +679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling