+2,519.8%
ENPH vs PRU
+115.4%
+2,404.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +1.0% |
| 7D | +4.1% | +3.2% | +0.9% | +2.6% |
| 30D | -11.4% | +7.9% | -19.3% | -14.6% |
| 3M | -30.5% | +1.8% | -32.3% | -31.2% |
| 6M | -20.2% | +24.1% | -44.4% | -28.8% |
| YTD | -9.3% | +12.4% | -21.6% | -15.5% |
| 1Y | -3.8% | +20.9% | -24.7% | -13.7% |
| 3Y | -61.5% | +55.5% | -117.0% | -70.5% |
| 5Y | -87.9% | +42.7% | -130.5% | -90.3% |
| 10Y | +2,519.8% | +106.1% | +2,413.7% | +1,396.0% |
| All | +2,519.8% | +115.4% | +2,404.4% | +1,396.0% |
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