+155.0%
ETSY vs PRU
+153.1%
+2.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.8% | -6.4% |
| 7D | -8.5% | +1.9% | -10.3% | -9.1% |
| 30D | -10.9% | +2.7% | -13.6% | -11.8% |
| 3M | +14.1% | +19.5% | -5.4% | +6.3% |
| 6M | +37.5% | +26.6% | +10.8% | +24.9% |
| YTD | +38.0% | +12.3% | +25.7% | +30.9% |
| 1Y | +46.5% | +18.0% | +28.5% | +36.0% |
| 3Y | +2.5% | +47.0% | -44.5% | -13.7% |
| 5Y | -65.3% | +48.4% | -113.7% | -70.8% |
| 10Y | +451.6% | +142.4% | +309.2% | +227.8% |
| All | +155.0% | +153.1% | +2.0% | +50.0% |
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 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