+236.2%
PRU vs ET
+1,435.0%
-1,198.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | +1.9% | +0.9% | +1.0% | +1.5% |
| 30D | +2.7% | +7.5% | -4.8% | -0.3% |
| 3M | +19.5% | +11.4% | +8.0% | +14.1% |
| 6M | +26.6% | +18.5% | +8.1% | +17.6% |
| YTD | +12.3% | +37.4% | -25.0% | -2.0% |
| 1Y | +18.0% | +30.9% | -12.9% | +4.9% |
| 3Y | +47.0% | +98.7% | -51.7% | +9.2% |
| 5Y | +48.4% | +230.7% | -182.3% | -11.8% |
| 10Y | +142.4% | +175.6% | -33.1% | +40.5% |
| All | +236.2% | +1,435.0% | -1,198.8% | -74.6% |
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