-11.2%
TEL vs PRU
+22.1%
-33.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -0.9% | +3.8% | -4.7% | -2.4% |
| 30D | -0.2% | +9.0% | -9.3% | -3.8% |
| 3M | +2.0% | +2.1% | -0.1% | +1.2% |
| 6M | +6.4% | +25.4% | -19.0% | -4.7% |
| YTD | -3.2% | +13.5% | -16.8% | -12.2% |
| 1Y | -11.2% | +21.3% | -32.5% | -21.3% |
| All | -11.2% | +22.1% | -33.2% | -21.3% |
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