-42.8%
ETHA vs PRU
+16.8%
-59.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | +2.9% | -1.9% | +4.8% | +4.0% |
| 30D | +31.4% | -2.6% | +34.0% | +32.8% |
| 3M | +48.9% | +14.7% | +34.2% | +35.3% |
| 6M | +20.9% | +25.7% | -4.8% | +1.9% |
| YTD | -17.2% | +8.3% | -25.4% | -24.1% |
| 1Y | -42.8% | +17.3% | -60.1% | -50.5% |
| All | -42.8% | +16.8% | -59.6% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling