+70.2%
TEL vs PRU
+50.2%
+20.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +3.0% | +1.9% | +1.1% | +1.9% |
| 30D | -3.9% | +2.7% | -6.6% | -5.4% |
| 3M | -5.1% | +19.5% | -24.6% | -13.9% |
| 6M | +0.6% | +26.6% | -26.0% | -11.7% |
| YTD | -7.3% | +12.3% | -19.6% | -13.6% |
| 1Y | +1.1% | +18.0% | -16.9% | -8.5% |
| All | +70.2% | +50.2% | +20.0% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling