+2,367.9%
ENPH vs PRU
+107.2%
+2,260.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -5.5% |
| 7D | -9.1% | +3.8% | -12.9% | -10.8% |
| 30D | -15.8% | +9.0% | -24.8% | -19.3% |
| 3M | -32.5% | +2.1% | -34.6% | -33.2% |
| 6M | -24.2% | +25.4% | -49.6% | -32.7% |
| YTD | -13.8% | +13.5% | -27.3% | -20.2% |
| 1Y | -15.8% | +21.3% | -37.2% | -24.7% |
| 3Y | -64.6% | +55.1% | -119.7% | -72.8% |
| 5Y | -88.1% | +43.6% | -131.6% | -90.5% |
| 10Y | +2,367.9% | +99.2% | +2,268.6% | +1,270.7% |
| All | +2,367.9% | +107.2% | +2,260.6% | +1,270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling