+48.5%
PRU vs TRMB
-37.2%
+85.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | +1.9% | -2.5% | +4.4% | +2.9% |
| 30D | +2.7% | +1.5% | +1.2% | +1.9% |
| 3M | +19.5% | +6.8% | +12.7% | +15.8% |
| 6M | +26.6% | -14.9% | +41.6% | +33.9% |
| YTD | +12.3% | -24.1% | +36.4% | +24.1% |
| 1Y | +18.0% | -25.4% | +43.4% | +30.7% |
| 3Y | +47.0% | +8.0% | +39.0% | +38.3% |
| All | +48.5% | -37.2% | +85.7% | +59.0% |
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