+779.9%
PRU vs TRMB
+1,717.8%
-937.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.0% |
| 7D | +2.4% | -16.7% | +19.1% | +9.1% |
| 30D | +6.1% | -9.9% | +16.0% | +9.3% |
| 3M | -0.7% | -7.6% | +6.9% | +0.8% |
| 6M | +22.1% | -14.7% | +36.7% | +27.4% |
| YTD | +9.8% | -30.9% | +40.7% | +24.7% |
| 1Y | +19.4% | -31.3% | +50.7% | +35.6% |
| 3Y | +50.4% | +29.4% | +20.9% | +27.8% |
| 5Y | +37.2% | -37.4% | +74.5% | +53.0% |
| 10Y | +119.5% | +109.2% | +10.4% | +42.3% |
| All | +779.9% | +1,717.8% | -937.9% | +178.0% |
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 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