+285.8%
TEL vs PRU
+99.2%
+186.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | +4.5% | +3.6% | +0.9% | +2.6% |
| 30D | +2.9% | +8.9% | -6.0% | -1.8% |
| 3M | +1.1% | +0.2% | +1.0% | +0.7% |
| 6M | +5.0% | +23.7% | -18.7% | -6.8% |
| YTD | -3.9% | +13.7% | -17.6% | -11.1% |
| 1Y | -7.4% | +20.6% | -28.1% | -17.1% |
| 3Y | +81.0% | +56.3% | +24.7% | +39.0% |
| 5Y | +42.3% | +42.3% | 0.0% | +13.5% |
| All | +285.8% | +99.2% | +186.5% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling