-66.1%
ETSY vs PRU
+45.5%
-111.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.7% | -3.7% |
| 7D | -10.9% | +1.9% | -12.8% | -11.8% |
| 30D | -14.9% | -0.4% | -14.4% | -14.7% |
| 3M | +5.8% | +16.4% | -10.6% | -2.8% |
| 6M | +29.1% | +26.0% | +3.1% | +13.0% |
| YTD | +31.3% | +9.9% | +21.4% | +23.6% |
| 1Y | +25.1% | +18.8% | +6.4% | +12.1% |
| 3Y | +8.5% | +45.3% | -36.9% | -18.7% |
| 5Y | -66.1% | +45.6% | -111.7% | -73.9% |
| All | -66.1% | +45.5% | -111.6% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling