+134.7%
PRU vs TRMB
+118.7%
+16.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.2% |
| 7D | -3.8% | -5.4% | +1.6% | -1.2% |
| 30D | -2.0% | -2.0% | -0.1% | -1.3% |
| 3M | +14.0% | +12.3% | +1.6% | +7.1% |
| 6M | +27.2% | -17.6% | +44.9% | +38.0% |
| YTD | +9.1% | -27.5% | +36.5% | +25.5% |
| 1Y | +18.1% | -29.1% | +47.2% | +36.7% |
| 3Y | +44.3% | +11.5% | +32.8% | +29.2% |
| 5Y | +45.7% | -39.5% | +85.2% | +72.7% |
| All | +134.7% | +118.7% | +16.0% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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