+20.6%
ETR vs PRU
+20.9%
-0.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +1.2% | +3.6% | -2.5% | +0.7% |
| 30D | +7.0% | +8.9% | -1.9% | +6.1% |
| 3M | +4.6% | +0.2% | +4.4% | +4.4% |
| 6M | +0.1% | +23.7% | -23.6% | -1.6% |
| YTD | +23.2% | +13.7% | +9.4% | +20.3% |
| 1Y | +20.6% | +20.6% | 0.0% | +17.5% |
| All | +20.6% | +20.9% | -0.3% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling