+99.2%
PRU vs PTC
+315.4%
-216.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.8% | +1.3% | +2.5% | +3.4% |
| 30D | +9.0% | +1.1% | +7.9% | +8.6% |
| 3M | +2.1% | +30.1% | -28.0% | -8.6% |
| 6M | +25.4% | +34.0% | -8.6% | +9.9% |
| YTD | +13.5% | +12.8% | +0.7% | +5.5% |
| 1Y | +21.3% | +10.7% | +10.6% | +13.5% |
| 3Y | +55.1% | +29.6% | +25.5% | +33.2% |
| 5Y | +43.6% | +63.5% | -20.0% | +9.6% |
| 10Y | +99.2% | +316.7% | -217.4% | -0.6% |
| All | +99.2% | +315.4% | -216.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling