+42.2%
PRU vs ESTC
-52.1%
+94.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.0% |
| 7D | +3.6% | +2.4% | +1.2% | +3.3% |
| 30D | +8.9% | -4.2% | +13.1% | +9.2% |
| 3M | +0.2% | +2.5% | -2.3% | -0.7% |
| 6M | +23.7% | +81.5% | -57.8% | +14.0% |
| YTD | +13.7% | +16.8% | -3.1% | +9.8% |
| 1Y | +20.6% | -3.5% | +24.1% | +18.8% |
| 3Y | +56.3% | +17.7% | +38.6% | +45.7% |
| All | +42.2% | -52.1% | +94.3% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling