+1,404.1%
ETR vs PRU
+806.8%
+597.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.7% |
| 7D | +1.7% | +3.2% | -1.4% | +1.1% |
| 30D | +8.7% | +7.9% | +0.8% | +7.1% |
| 3M | +4.9% | +1.8% | +3.1% | +4.4% |
| 6M | +0.8% | +24.1% | -23.4% | -3.5% |
| YTD | +23.1% | +12.4% | +10.8% | +19.8% |
| 1Y | +17.9% | +20.9% | -3.0% | +13.0% |
| 3Y | +154.5% | +55.5% | +99.1% | +130.5% |
| 5Y | +160.3% | +42.7% | +117.6% | +137.7% |
| 10Y | +366.9% | +106.1% | +260.8% | +279.1% |
| All | +1,404.1% | +806.8% | +597.3% | +667.8% |
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