+1,890.1%
TECK vs PRU
+703.1%
+1,187.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.4% |
| 7D | -0.2% | +2.4% | -2.6% | -1.6% |
| 30D | -7.5% | +6.1% | -13.7% | -10.8% |
| 3M | -8.4% | -0.7% | -7.7% | -8.5% |
| 6M | -2.2% | +22.1% | -24.3% | -13.5% |
| YTD | +26.8% | +9.8% | +17.0% | +19.0% |
| 1Y | +46.5% | +19.4% | +27.2% | +31.0% |
| 3Y | +69.0% | +50.4% | +18.7% | +30.9% |
| 5Y | +138.8% | +37.2% | +101.6% | +93.8% |
| 10Y | +224.3% | +119.5% | +104.8% | +95.1% |
| All | +1,890.1% | +703.1% | +1,187.0% | +589.6% |
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 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