+288.6%
TEL vs PRU
+139.4%
+149.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.6% |
| 7D | -1.4% | +1.9% | -3.4% | -2.5% |
| 30D | -4.9% | -0.4% | -4.4% | -4.7% |
| 3M | +0.1% | +16.4% | -16.3% | -7.9% |
| 6M | +0.4% | +26.0% | -25.7% | -11.6% |
| YTD | -8.9% | +9.9% | -18.8% | -14.0% |
| 1Y | -0.3% | +18.8% | -19.1% | -9.9% |
| 3Y | +67.6% | +45.3% | +22.3% | +34.2% |
| 5Y | +50.7% | +45.6% | +5.1% | +19.2% |
| 10Y | +288.6% | +139.6% | +149.0% | +121.4% |
| All | +288.6% | +139.4% | +149.3% | +121.4% |
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 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