+65.6%
ETN vs PRU
+56.1%
+9.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -9.3% | +3.8% | -13.1% | -10.6% |
| 30D | -17.3% | +9.0% | -26.3% | -20.2% |
| 3M | -20.1% | +2.1% | -22.3% | -21.0% |
| 6M | -11.3% | +25.4% | -36.7% | -20.1% |
| YTD | +12.5% | +13.5% | -1.0% | +5.4% |
| 1Y | -5.6% | +21.3% | -26.9% | -14.5% |
| 3Y | +65.6% | +55.1% | +10.5% | +33.1% |
| All | +65.6% | +56.1% | +9.5% | +33.1% |
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