+160.5%
ETR vs PRU
+36.1%
+124.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.9% |
| 7D | +0.4% | +2.4% | -2.0% | -0.3% |
| 30D | +7.5% | +6.1% | +1.4% | +5.8% |
| 3M | +4.4% | -0.7% | +5.2% | +4.5% |
| 6M | -1.5% | +22.1% | -23.6% | -6.9% |
| YTD | +21.8% | +9.8% | +12.0% | +18.1% |
| 1Y | +18.4% | +19.4% | -1.0% | +12.0% |
| 3Y | +148.5% | +50.4% | +98.2% | +113.4% |
| All | +160.5% | +36.1% | +124.4% | +127.4% |
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