+50.4%
PRU vs ESTC
+18.0%
+32.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.9% | -2.9% |
| 7D | +2.4% | -11.5% | +13.9% | +3.6% |
| 30D | +6.1% | -7.5% | +13.7% | +6.8% |
| 3M | -0.7% | +23.1% | -23.8% | -3.6% |
| 6M | +22.1% | +75.3% | -53.2% | +13.4% |
| YTD | +9.8% | +14.1% | -4.3% | +6.5% |
| 1Y | +19.4% | -0.6% | +19.9% | +17.2% |
| 3Y | +50.4% | +20.8% | +29.6% | +47.9% |
| All | +50.4% | +18.0% | +32.4% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling