+73.5%
PRU vs ESTC
+31.2%
+42.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.3% |
| 7D | +1.9% | -8.1% | +10.0% | +3.1% |
| 30D | +2.7% | +31.7% | -29.0% | -1.9% |
| 3M | +19.5% | +41.1% | -21.6% | +12.6% |
| 6M | +26.6% | +77.1% | -50.4% | +14.7% |
| YTD | +12.3% | +21.7% | -9.4% | +7.2% |
| 1Y | +18.0% | +8.4% | +9.7% | +13.9% |
| 3Y | +47.0% | +23.6% | +23.4% | +32.7% |
| 5Y | +48.4% | -46.5% | +94.9% | +46.9% |
| All | +73.5% | +31.2% | +42.3% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling