+4,119.8%
ETN vs PRU
+806.6%
+3,313.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.8% |
| 7D | +2.0% | +1.9% | +0.1% | +1.2% |
| 30D | -7.9% | +2.7% | -10.6% | -8.9% |
| 3M | -1.6% | +19.5% | -21.1% | -8.6% |
| 6M | +16.9% | +26.6% | -9.8% | +5.9% |
| YTD | +30.1% | +12.3% | +17.7% | +23.1% |
| 1Y | +19.3% | +18.0% | +1.3% | +10.5% |
| 3Y | +82.5% | +47.0% | +35.5% | +54.1% |
| 5Y | +166.8% | +48.4% | +118.4% | +122.7% |
| 10Y | +649.7% | +142.4% | +507.3% | +405.6% |
| All | +4,119.8% | +806.6% | +3,313.3% | +1,168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling