+104.5%
TEVA vs PRU
+27.9%
+76.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.6% | -6.7% | -1.8% |
| 7D | +4.7% | +9.8% | -5.1% | +2.1% |
| 30D | +5.5% | +11.6% | -6.1% | +2.4% |
| 3M | +21.6% | +3.7% | +17.9% | +20.4% |
| 6M | +18.4% | +33.0% | -14.6% | +6.8% |
| YTD | +34.1% | +16.6% | +17.5% | +26.0% |
| 1Y | +104.5% | +26.9% | +77.6% | +96.6% |
| All | +104.5% | +27.9% | +76.7% | +96.6% |
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