+136.2%
PRU vs ET
+177.0%
-40.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +1.0% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -1.7% | +2.9% | -4.6% | -3.0% |
| 3M | +13.2% | +16.8% | -3.5% | +5.8% |
| 6M | +28.8% | +18.9% | +9.9% | +19.1% |
| YTD | +9.8% | +37.7% | -27.9% | -4.9% |
| 1Y | +17.4% | +32.4% | -15.1% | +3.1% |
| 3Y | +44.9% | +99.5% | -54.6% | +5.9% |
| 5Y | +46.6% | +244.0% | -197.3% | -16.3% |
| All | +136.2% | +177.0% | -40.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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