-8.6%
TEL vs PRU
+27.9%
-36.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | -2.3% |
| 7D | -0.5% | +9.8% | -10.2% | -4.1% |
| 30D | +0.6% | +11.6% | -11.0% | -3.9% |
| 3M | +2.0% | +3.7% | -1.7% | +0.6% |
| 6M | +8.1% | +33.0% | -24.8% | -5.7% |
| YTD | -2.2% | +16.6% | -18.7% | -12.1% |
| 1Y | -8.6% | +26.9% | -35.5% | -19.4% |
| All | -8.6% | +27.9% | -36.5% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling