+74.1%
PRU vs ESTC
+20.3%
+53.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.8% | -2.4% |
| 7D | +4.8% | -18.5% | +23.3% | +7.8% |
| 30D | +7.9% | -11.0% | +18.8% | +9.4% |
| 3M | +3.1% | +20.8% | -17.7% | -0.6% |
| 6M | +25.2% | +67.9% | -42.7% | +14.3% |
| YTD | +12.7% | +11.6% | +1.1% | +8.6% |
| 1Y | +23.5% | -3.3% | +26.7% | +21.1% |
| 3Y | +50.6% | +16.4% | +34.2% | +36.9% |
| 5Y | +40.9% | -49.9% | +90.7% | +40.4% |
| All | +74.1% | +20.3% | +53.8% | +17.6% |
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