-25.0%
TEVA vs PRU
+140.2%
-165.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | +2.0% | -2.3% | +4.3% | +3.2% |
| 30D | +1.0% | -1.7% | +2.7% | +1.7% |
| 3M | +7.3% | +13.2% | -5.9% | +0.2% |
| 6M | +21.7% | +28.8% | -7.1% | +6.1% |
| YTD | +18.8% | +9.8% | +9.1% | +12.1% |
| 1Y | +86.5% | +17.4% | +69.1% | +69.5% |
| 3Y | +269.4% | +44.9% | +224.5% | +190.1% |
| 5Y | +303.6% | +46.6% | +256.9% | +209.9% |
| All | -25.0% | +140.2% | -165.2% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling