+421.9%
ETSY vs PRU
+135.5%
+286.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | -12.9% | -1.9% | -11.0% | -12.2% |
| 30D | -11.5% | -2.6% | -8.9% | -10.5% |
| 3M | +3.5% | +14.7% | -11.2% | -1.8% |
| 6M | +27.6% | +25.7% | +1.9% | +16.6% |
| YTD | +28.4% | +8.3% | +20.1% | +23.8% |
| 1Y | +27.1% | +17.3% | +9.8% | +18.6% |
| 3Y | +6.0% | +43.2% | -37.1% | -9.3% |
| 5Y | -67.1% | +43.5% | -110.7% | -71.8% |
| 10Y | +421.9% | +134.6% | +287.4% | +223.9% |
| All | +421.9% | +135.5% | +286.4% | +223.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling