+50.4%
PRU vs PTC
+32.2%
+18.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.7% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +6.1% | +0.8% | +5.4% | +6.0% |
| 3M | -0.7% | +32.1% | -32.8% | -7.1% |
| 6M | +22.1% | +42.6% | -20.6% | +10.7% |
| YTD | +9.8% | +12.0% | -2.2% | +8.1% |
| 1Y | +19.4% | +12.2% | +7.2% | +17.4% |
| 3Y | +50.4% | +31.2% | +19.1% | +28.1% |
| All | +50.4% | +32.2% | +18.2% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling