+73.5%
PRU vs ESTC
+28.9%
+44.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +1.7% |
| 7D | +3.2% | -1.2% | +4.4% | +3.3% |
| 30D | +7.9% | -8.1% | +16.0% | +9.0% |
| 3M | +1.8% | +20.2% | -18.4% | -1.8% |
| 6M | +24.1% | +72.7% | -48.6% | +12.8% |
| YTD | +12.4% | +19.6% | -7.3% | +7.2% |
| 1Y | +20.9% | +0.3% | +20.6% | +18.0% |
| 3Y | +55.5% | +22.8% | +32.7% | +40.3% |
| 5Y | +42.7% | -50.9% | +93.5% | +43.6% |
| All | +73.5% | +28.9% | +44.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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