+112.0%
PRU vs PTC
+334.9%
-222.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.7% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +6.1% | +0.8% | +5.4% | +5.9% |
| 3M | -0.7% | +32.1% | -32.8% | -11.7% |
| 6M | +22.1% | +42.6% | -20.6% | +4.2% |
| YTD | +9.8% | +12.0% | -2.2% | +2.3% |
| 1Y | +19.4% | +12.2% | +7.2% | +11.0% |
| 3Y | +50.4% | +31.2% | +19.1% | +28.4% |
| 5Y | +37.2% | +54.9% | -17.7% | +6.9% |
| All | +112.0% | +334.9% | -222.9% | +6.0% |
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