+8.5%
ETSY vs PRU
+46.6%
-38.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.7% | -3.9% |
| 7D | -10.9% | +1.9% | -12.8% | -11.6% |
| 30D | -14.9% | -0.4% | -14.4% | -14.7% |
| 3M | +5.8% | +16.4% | -10.6% | -0.6% |
| 6M | +29.1% | +26.0% | +3.1% | +17.0% |
| YTD | +31.3% | +9.9% | +21.4% | +25.9% |
| 1Y | +25.1% | +18.8% | +6.4% | +15.4% |
| 3Y | +8.5% | +45.4% | -36.9% | -20.9% |
| All | +8.5% | +46.6% | -38.2% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling