+237.2%
PRU vs ET
+1,311.7%
-1,074.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | 0.0% | +3.0% | -3.1% | -1.3% |
| 30D | +7.9% | -3.5% | +11.4% | +9.2% |
| 3M | +0.9% | -5.6% | +6.5% | +2.9% |
| 6M | +22.4% | +0.5% | +21.8% | +21.4% |
| YTD | +12.7% | +26.3% | -13.7% | +1.4% |
| 1Y | +19.6% | +25.7% | -6.1% | +7.8% |
| 3Y | +54.0% | +85.1% | -31.1% | +17.4% |
| 5Y | +41.0% | +216.4% | -175.4% | -14.7% |
| 10Y | +97.4% | +160.9% | -63.5% | +17.6% |
| All | +237.2% | +1,311.7% | -1,074.5% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling