+3,536.5%
ETN vs PRU
+817.9%
+2,718.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +3.6% | +3.6% | 0.0% | +2.2% |
| 30D | -13.4% | +8.9% | -22.3% | -16.6% |
| 3M | -21.9% | +0.2% | -22.1% | -22.5% |
| 6M | -12.8% | +23.7% | -36.5% | -20.6% |
| YTD | +12.1% | +13.7% | -1.7% | +4.9% |
| 1Y | +0.8% | +20.6% | -19.8% | -7.7% |
| 3Y | +64.5% | +56.3% | +8.2% | +34.9% |
| 5Y | +121.7% | +42.3% | +79.4% | +87.1% |
| 10Y | +542.2% | +99.3% | +443.0% | +359.3% |
| All | +3,536.5% | +817.9% | +2,718.5% | +981.2% |
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