+109.8%
TEM vs PRU
+20.9%
+88.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.4% | +8.7% | +8.9% |
| 7D | +7.6% | +3.2% | +4.4% | +4.1% |
| 30D | +19.0% | +7.9% | +11.1% | +10.1% |
| 3M | +62.2% | +1.8% | +60.4% | +57.4% |
| 6M | +69.4% | +24.1% | +45.2% | +31.8% |
| YTD | +43.0% | +12.4% | +30.6% | +23.4% |
| 1Y | +18.0% | +20.9% | -2.9% | -6.6% |
| All | +109.8% | +20.9% | +88.9% | +115.0% |
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 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