+721.8%
TEL vs PRU
+146.0%
+575.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +4.8% |
| 7D | +0.6% | +3.2% | -2.6% | -0.7% |
| 30D | +0.2% | +7.9% | -7.7% | -2.8% |
| 3M | +1.5% | +1.8% | -0.3% | +0.6% |
| 6M | +6.9% | +24.1% | -17.2% | -2.0% |
| YTD | -2.8% | +12.4% | -15.2% | -7.6% |
| 1Y | -8.8% | +20.9% | -29.7% | -15.7% |
| 3Y | +84.3% | +55.5% | +28.8% | +53.6% |
| 5Y | +46.8% | +42.7% | +4.1% | +25.9% |
| 10Y | +294.7% | +106.1% | +188.6% | +181.6% |
| All | +721.8% | +146.0% | +575.8% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling