+52.1%
TEL vs PRU
+42.3%
+9.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.7% |
| 7D | +1.2% | -1.9% | +3.1% | +2.3% |
| 30D | -4.1% | -2.6% | -1.5% | -2.8% |
| 3M | -2.6% | +14.7% | -17.3% | -10.2% |
| 6M | 0.0% | +25.7% | -25.7% | -12.7% |
| YTD | -9.1% | +8.3% | -17.3% | -13.8% |
| 1Y | -0.8% | +17.3% | -18.2% | -10.6% |
| 3Y | +67.4% | +43.2% | +24.2% | +30.5% |
| All | +52.1% | +42.3% | +9.8% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling