+106.1%
PRU vs TRMB
+105.8%
+0.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +3.2% | -17.0% | +20.1% | +10.6% |
| 30D | +7.9% | -9.0% | +16.9% | +10.7% |
| 3M | +1.8% | -8.1% | +9.9% | +3.6% |
| 6M | +24.1% | -10.1% | +34.2% | +26.7% |
| YTD | +12.4% | -30.2% | +42.6% | +29.0% |
| 1Y | +20.9% | -30.7% | +51.6% | +38.9% |
| 3Y | +55.5% | +32.6% | +22.8% | +25.9% |
| 5Y | +42.7% | -38.1% | +80.8% | +63.5% |
| 10Y | +106.1% | +98.9% | +7.2% | +32.7% |
| All | +106.1% | +105.8% | +0.4% | +32.7% |
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