+155.2%
ETR vs PRU
+47.2%
+108.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.4% | +1.9% | -0.4% | +1.0% |
| 30D | +1.0% | +2.7% | -1.7% | +0.4% |
| 3M | -1.3% | +19.5% | -20.7% | -5.1% |
| 6M | +1.9% | +26.6% | -24.8% | -3.4% |
| YTD | +18.2% | +12.3% | +5.8% | +14.9% |
| 1Y | +24.7% | +18.0% | +6.6% | +19.5% |
| All | +155.2% | +47.2% | +108.0% | +109.1% |
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