-40.2%
ETHA vs PRU
+10.7%
-50.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | -14.0% | -2.8% | -11.2% | -12.0% |
| 30D | -17.4% | +8.5% | -25.9% | -22.9% |
| 3M | +10.6% | +1.7% | +8.9% | +8.3% |
| 6M | -11.2% | +24.8% | -36.0% | -28.0% |
| YTD | -30.1% | +13.3% | -43.3% | -38.3% |
| 1Y | -39.6% | +21.4% | -61.0% | -50.4% |
| All | -40.2% | +10.7% | -50.9% | -46.7% |
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