+43.5%
PRU vs ET
+242.4%
-198.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -1.9% | +0.6% | -2.5% | -2.2% |
| 30D | -2.6% | +5.3% | -7.9% | -4.9% |
| 3M | +14.7% | +15.6% | -0.9% | +7.1% |
| 6M | +25.7% | +20.6% | +5.1% | +14.7% |
| YTD | +8.3% | +38.5% | -30.3% | -7.7% |
| 1Y | +17.3% | +35.7% | -18.4% | +0.7% |
| 3Y | +43.2% | +98.4% | -55.2% | +1.3% |
| 5Y | +43.5% | +245.3% | -201.8% | -21.1% |
| All | +43.5% | +242.4% | -198.8% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling