+179.2%
ETN vs PRU
+45.5%
+133.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.8% |
| 7D | +8.0% | +1.9% | +6.1% | +7.0% |
| 30D | -5.9% | -0.4% | -5.5% | -5.8% |
| 3M | +5.0% | +16.4% | -11.5% | -3.3% |
| 6M | +22.4% | +26.0% | -3.6% | +7.8% |
| YTD | +33.6% | +9.9% | +23.7% | +25.8% |
| 1Y | +22.1% | +18.8% | +3.4% | +10.0% |
| 3Y | +85.6% | +45.3% | +40.2% | +46.3% |
| 5Y | +179.2% | +45.6% | +133.7% | +116.4% |
| All | +179.2% | +45.5% | +133.8% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling