+85.6%
ETN vs PRU
+46.6%
+39.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.6% |
| 7D | +8.0% | +1.9% | +6.1% | +7.1% |
| 30D | -5.9% | -0.4% | -5.5% | -5.9% |
| 3M | +5.0% | +16.4% | -11.5% | -2.3% |
| 6M | +22.4% | +26.0% | -3.6% | +9.3% |
| YTD | +33.6% | +9.9% | +23.7% | +26.9% |
| 1Y | +22.1% | +18.8% | +3.4% | +11.2% |
| 3Y | +85.6% | +45.3% | +40.2% | +51.4% |
| All | +85.6% | +46.6% | +39.0% | +51.4% |
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