+49.9%
ENB vs PRU
+36.1%
+13.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.8% |
| 7D | -5.2% | +2.4% | -7.6% | -5.9% |
| 30D | +2.2% | +6.1% | -3.9% | +0.5% |
| 3M | -8.1% | -0.7% | -7.3% | -8.1% |
| 6M | -11.2% | +22.1% | -33.2% | -16.2% |
| YTD | +2.0% | +9.8% | -7.8% | -1.3% |
| 1Y | +4.1% | +19.4% | -15.3% | -2.0% |
| 3Y | +64.7% | +50.4% | +14.4% | +37.3% |
| All | +49.9% | +36.1% | +13.8% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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