+98.4%
PRU vs PTC
+317.3%
-218.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | +8.5% | +0.9% | +7.6% | +8.2% |
| 3M | +1.7% | +30.4% | -28.6% | -9.0% |
| 6M | +24.8% | +34.4% | -9.7% | +9.2% |
| YTD | +13.3% | +12.6% | +0.7% | +5.3% |
| 1Y | +21.4% | +10.2% | +11.2% | +13.7% |
| 3Y | +54.8% | +29.4% | +25.4% | +33.0% |
| 5Y | +42.4% | +63.7% | -21.4% | +8.6% |
| 10Y | +98.4% | +316.9% | -218.4% | -1.1% |
| All | +98.4% | +317.3% | -218.9% | -1.1% |
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