+59.7%
TEM vs PRU
+18.2%
+41.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +1.5% |
| 7D | +3.2% | +1.9% | +1.3% | +1.3% |
| 30D | +23.5% | -0.4% | +23.9% | +23.1% |
| 3M | +32.3% | +16.4% | +15.9% | +11.3% |
| 6M | +23.0% | +26.0% | -3.0% | -5.6% |
| YTD | +8.9% | +9.9% | -1.0% | -3.5% |
| 1Y | -19.9% | +18.8% | -38.6% | -35.7% |
| All | +59.7% | +18.2% | +41.5% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling