+86.5%
TEVA vs PRU
+18.7%
+67.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +2.0% | -2.3% | +4.3% | +2.6% |
| 30D | +1.0% | -1.7% | +2.7% | +1.3% |
| 3M | +7.3% | +13.2% | -5.9% | +2.7% |
| 6M | +21.7% | +28.8% | -7.1% | +11.0% |
| YTD | +18.8% | +9.8% | +9.1% | +13.2% |
| 1Y | +86.5% | +17.4% | +69.1% | +79.3% |
| All | +86.5% | +18.7% | +67.7% | +79.3% |
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 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