+800.4%
PRU vs PTEN
+78.8%
+721.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | +1.9% | +0.7% | +1.1% | +1.5% |
| 30D | +2.7% | +31.2% | -28.5% | -6.6% |
| 3M | +19.5% | +2.0% | +17.4% | +16.3% |
| 6M | +26.6% | +42.4% | -15.8% | +8.3% |
| YTD | +12.3% | +109.2% | -96.9% | -16.1% |
| 1Y | +18.0% | +122.3% | -104.3% | -14.8% |
| 3Y | +47.0% | -5.6% | +52.6% | +32.6% |
| 5Y | +48.4% | +86.5% | -38.1% | -6.8% |
| 10Y | +142.4% | -22.1% | +164.6% | +45.8% |
| All | +800.4% | +78.8% | +721.6% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling