+2,089.4%
ENB vs PRU
+816.1%
+1,273.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.5% |
| 7D | -2.4% | +3.8% | -6.2% | -3.3% |
| 30D | +2.5% | +9.0% | -6.5% | +0.4% |
| 3M | -5.8% | +2.1% | -7.9% | -6.4% |
| 6M | -8.5% | +25.4% | -33.9% | -13.3% |
| YTD | +3.9% | +13.5% | -9.6% | +0.2% |
| 1Y | +3.7% | +21.3% | -17.6% | -1.5% |
| 3Y | +70.1% | +55.1% | +14.9% | +50.7% |
| 5Y | +53.2% | +43.6% | +9.6% | +37.2% |
| 10Y | +100.2% | +99.2% | +1.0% | +59.9% |
| All | +2,089.4% | +816.1% | +1,273.3% | +1,101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling