+43.6%
PRU vs PTEN
+25.5%
+18.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | +3.8% | -14.5% | +18.2% | +6.5% |
| 30D | +9.0% | -11.1% | +20.2% | +10.6% |
| 3M | +2.1% | -7.8% | +10.0% | +2.5% |
| 6M | +25.4% | -10.5% | +35.9% | +25.4% |
| YTD | +13.5% | +69.3% | -55.8% | -3.1% |
| 1Y | +21.3% | +70.5% | -49.2% | +3.1% |
| 3Y | +55.1% | -7.1% | +62.2% | +44.5% |
| 5Y | +43.6% | +29.1% | +14.4% | +14.6% |
| All | +43.6% | +25.5% | +18.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 5y: compounded portfolio wealth divided by compounded PTEN 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…
5y analysis · Full analysis span regression · 6 months rolling