+1,406.3%
ETR vs PRU
+809.5%
+596.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +6.6% | +7.9% | -1.3% | +5.0% |
| 3M | +4.4% | +0.9% | +3.5% | +4.1% |
| 6M | -0.3% | +22.4% | -22.6% | -4.3% |
| YTD | +23.3% | +12.7% | +10.6% | +19.9% |
| 1Y | +18.9% | +19.6% | -0.7% | +14.2% |
| 3Y | +155.5% | +54.0% | +101.5% | +131.8% |
| 5Y | +159.9% | +41.0% | +118.9% | +137.9% |
| 10Y | +377.6% | +97.4% | +280.2% | +290.5% |
| All | +1,406.3% | +809.5% | +596.8% | +668.5% |
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 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