+46.5%
ETSY vs PRU
+19.0%
+27.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.8% | -6.5% |
| 7D | -8.5% | +1.9% | -10.3% | -8.7% |
| 30D | -10.9% | +2.7% | -13.6% | -11.3% |
| 3M | +14.1% | +19.5% | -5.4% | +10.9% |
| 6M | +37.5% | +26.6% | +10.8% | +31.5% |
| YTD | +38.0% | +12.3% | +25.7% | +35.3% |
| 1Y | +46.5% | +18.0% | +28.5% | +41.0% |
| All | +46.5% | +19.0% | +27.5% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling