+1,343.3%
ETR vs PRU
+806.6%
+536.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.4% | +1.9% | -0.4% | +1.1% |
| 30D | +1.0% | +2.7% | -1.7% | +0.4% |
| 3M | -1.3% | +19.5% | -20.7% | -4.7% |
| 6M | +1.9% | +26.6% | -24.8% | -2.9% |
| YTD | +18.2% | +12.3% | +5.8% | +15.1% |
| 1Y | +24.7% | +18.0% | +6.6% | +20.2% |
| 3Y | +150.7% | +47.0% | +103.7% | +129.7% |
| 5Y | +127.0% | +48.4% | +78.6% | +105.7% |
| 10Y | +295.5% | +142.4% | +153.0% | +212.5% |
| All | +1,343.3% | +806.6% | +536.7% | +637.4% |
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 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