+37.0%
PRU vs TRMB
-38.3%
+75.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | +2.4% | -16.7% | +19.1% | +7.9% |
| 30D | +6.1% | -9.9% | +16.0% | +8.4% |
| 3M | -0.7% | -7.6% | +6.9% | +0.2% |
| 6M | +22.1% | -14.7% | +36.7% | +26.5% |
| YTD | +9.8% | -30.9% | +40.7% | +23.4% |
| 1Y | +19.4% | -31.3% | +50.7% | +34.1% |
| 3Y | +50.4% | +29.4% | +20.9% | +30.0% |
| All | +37.0% | -38.3% | +75.2% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling