+194.5%
ETSY vs PRU
+155.2%
+39.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -8.2% | -2.8% | -5.4% | -7.2% |
| 30D | +14.8% | +8.5% | +6.3% | +11.4% |
| 3M | +11.2% | +1.7% | +9.4% | +10.5% |
| 6M | +47.6% | +24.8% | +22.8% | +35.2% |
| YTD | +59.4% | +13.3% | +46.1% | +50.8% |
| 1Y | +38.6% | +21.4% | +17.2% | +27.5% |
| 3Y | +39.7% | +54.8% | -15.1% | +15.2% |
| 5Y | -65.1% | +42.4% | -107.5% | -70.2% |
| 10Y | +653.8% | +98.4% | +555.4% | +395.5% |
| All | +194.5% | +155.2% | +39.3% | +72.8% |
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