-17.3%
TEM vs PRU
+19.0%
-36.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.3% |
| 30D | +38.4% | +2.7% | +35.7% | +36.2% |
| 3M | +23.7% | +19.5% | +4.2% | +12.0% |
| 6M | +26.0% | +26.6% | -0.7% | +9.2% |
| YTD | +9.4% | +12.3% | -2.9% | -1.2% |
| 1Y | -17.3% | +18.0% | -35.3% | -24.0% |
| All | -17.3% | +19.0% | -36.3% | -24.0% |
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