+800.4%
PRU vs PTC
+593.0%
+207.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +1.3% |
| 7D | +1.9% | -10.3% | +12.1% | +5.9% |
| 30D | +2.7% | +1.1% | +1.6% | +1.9% |
| 3M | +19.5% | +1.6% | +17.9% | +17.2% |
| 6M | +26.6% | -13.5% | +40.1% | +31.3% |
| YTD | +12.3% | -19.1% | +31.4% | +18.9% |
| 1Y | +18.0% | -33.9% | +51.9% | +34.4% |
| 3Y | +47.0% | -3.9% | +50.9% | +43.0% |
| 5Y | +48.4% | +6.0% | +42.4% | +35.2% |
| 10Y | +142.4% | +223.7% | -81.3% | +34.4% |
| All | +800.4% | +593.0% | +207.4% | +192.9% |
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