+88.9%
TEM vs PRU
+18.1%
+70.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.6% | +10.6% | +10.3% |
| 7D | +5.3% | +2.4% | +2.9% | +2.5% |
| 30D | +8.1% | +6.1% | +2.0% | +1.2% |
| 3M | +64.9% | -0.7% | +65.6% | +63.4% |
| 6M | +42.1% | +22.1% | +20.1% | +12.1% |
| YTD | +28.8% | +9.8% | +19.0% | +13.3% |
| 1Y | +5.5% | +19.4% | -13.9% | -15.9% |
| All | +88.9% | +18.1% | +70.8% | +97.4% |
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