+97.7%
PRU vs ET
+160.8%
-63.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.6% | +2.5% | +1.1% | +2.5% |
| 30D | +8.9% | -2.5% | +11.3% | +9.7% |
| 3M | +0.2% | -4.9% | +5.0% | +1.9% |
| 6M | +23.7% | -0.1% | +23.8% | +23.0% |
| YTD | +13.7% | +26.2% | -12.5% | +1.6% |
| 1Y | +20.6% | +25.2% | -4.5% | +8.1% |
| 3Y | +56.3% | +84.2% | -27.9% | +17.1% |
| 5Y | +42.3% | +216.1% | -173.7% | -16.8% |
| All | +97.7% | +160.8% | -63.1% | +15.2% |
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