+247.0%
TEVA vs PRU
+786.9%
-540.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | +1.6% | +1.9% | -0.3% | +1.1% |
| 30D | +4.0% | -0.4% | +4.4% | +4.0% |
| 3M | +10.5% | +16.4% | -5.9% | +6.5% |
| 6M | +18.4% | +26.0% | -7.6% | +12.0% |
| YTD | +17.8% | +9.9% | +7.9% | +14.9% |
| 1Y | +90.5% | +18.8% | +71.7% | +82.3% |
| 3Y | +282.1% | +45.3% | +236.8% | +246.7% |
| 5Y | +291.9% | +45.6% | +246.3% | +255.1% |
| 10Y | -24.9% | +139.6% | -164.5% | -38.9% |
| All | +247.0% | +786.9% | -540.0% | +83.1% |
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