+800.4%
PRU vs TRMB
+1,897.9%
-1,097.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.5% |
| 7D | +1.9% | -2.5% | +4.4% | +3.0% |
| 30D | +2.7% | +1.5% | +1.2% | +1.9% |
| 3M | +19.5% | +6.8% | +12.7% | +15.4% |
| 6M | +26.6% | -14.9% | +41.6% | +34.2% |
| YTD | +12.3% | -24.1% | +36.4% | +24.7% |
| 1Y | +18.0% | -25.4% | +43.4% | +31.4% |
| 3Y | +47.0% | +8.0% | +39.0% | +36.3% |
| 5Y | +48.4% | -37.3% | +85.7% | +68.1% |
| 10Y | +142.4% | +116.8% | +25.6% | +56.8% |
| All | +800.4% | +1,897.9% | -1,097.5% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling