-28.7%
ETHA vs PRU
+7.4%
-36.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +2.9% |
| 7D | +2.7% | +1.9% | +0.8% | +1.0% |
| 30D | +29.4% | -0.4% | +29.8% | +29.3% |
| 3M | +47.2% | +16.4% | +30.7% | +27.7% |
| 6M | +25.4% | +26.0% | -0.6% | +0.1% |
| YTD | -16.5% | +9.9% | -26.4% | -24.3% |
| 1Y | -42.3% | +18.8% | -61.1% | -51.8% |
| All | -28.7% | +7.4% | -36.0% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling