+404.5%
TEVA vs PRU
+56.8%
+347.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +4.4% | +3.6% | +0.8% | +3.4% |
| 30D | +9.3% | +8.9% | +0.4% | +6.3% |
| 3M | +21.9% | +0.2% | +21.7% | +21.5% |
| 6M | +22.8% | +23.7% | -1.0% | +14.1% |
| YTD | +42.6% | +13.7% | +28.8% | +35.6% |
| 1Y | +74.2% | +20.6% | +53.6% | +62.7% |
| 3Y | +404.5% | +56.3% | +348.2% | +303.9% |
| All | +404.5% | +56.8% | +347.8% | +303.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling