-5.5%
ETN vs PRU
+27.9%
-33.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +6.6% | -16.4% | -9.3% |
| 7D | -10.1% | +9.8% | -19.9% | -9.7% |
| 30D | -18.4% | +11.6% | -30.0% | -18.1% |
| 3M | -20.4% | +3.7% | -24.1% | -19.7% |
| 6M | -16.0% | +33.0% | -48.9% | -19.1% |
| YTD | +11.8% | +16.6% | -4.8% | +7.2% |
| 1Y | -5.5% | +26.9% | -32.4% | -13.9% |
| All | -5.5% | +27.9% | -33.4% | -13.9% |
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