+20.1%
PRU vs TRMB
-31.3%
+51.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | +3.2% | -17.0% | +20.1% | +5.4% |
| 30D | +7.9% | -9.0% | +16.9% | +7.5% |
| 3M | +1.8% | -8.1% | +9.9% | +1.0% |
| 6M | +24.1% | -10.1% | +34.2% | +23.7% |
| YTD | +12.4% | -30.2% | +42.6% | +21.9% |
| All | +20.1% | -31.3% | +51.4% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling