+803.6%
PRU vs PTC
+856.3%
-52.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +7.9% | +0.8% | +7.0% | +7.5% |
| 3M | +3.1% | +39.6% | -36.5% | -11.3% |
| 6M | +25.2% | +41.5% | -16.3% | +5.9% |
| YTD | +12.7% | +11.7% | +1.0% | +3.5% |
| 1Y | +23.5% | +2.4% | +21.0% | +16.8% |
| 3Y | +50.6% | +31.9% | +18.7% | +27.4% |
| 5Y | +40.9% | +54.5% | -13.7% | +9.3% |
| 10Y | +125.5% | +342.1% | -216.6% | +9.1% |
| All | +803.6% | +856.3% | -52.6% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling