+20.6%
PRU vs ET
+25.8%
-5.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.6% | +2.5% | +1.1% | +3.7% |
| 30D | +8.9% | -2.5% | +11.3% | +8.7% |
| 3M | +0.2% | -4.9% | +5.0% | +0.2% |
| 6M | +23.7% | -0.1% | +23.8% | +22.8% |
| YTD | +13.7% | +26.2% | -12.5% | +15.6% |
| 1Y | +20.6% | +25.2% | -4.5% | +22.3% |
| All | +20.6% | +25.8% | -5.1% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling