-29.2%
ETHA vs PRU
+5.8%
-35.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.5% |
| 7D | +2.9% | -1.9% | +4.8% | +4.6% |
| 30D | +31.4% | -2.6% | +34.0% | +33.8% |
| 3M | +48.9% | +14.7% | +34.2% | +30.8% |
| 6M | +20.9% | +25.7% | -4.8% | -3.3% |
| YTD | -17.2% | +8.3% | -25.4% | -23.9% |
| 1Y | -42.8% | +17.3% | -60.1% | -51.7% |
| All | -29.2% | +5.8% | -35.0% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling