+2,249.1%
ENPH vs PRU
+97.4%
+2,151.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | -7.6% | 0.0% | -7.5% | -7.6% |
| 30D | -16.4% | +7.9% | -24.3% | -19.5% |
| 3M | -34.3% | +0.9% | -35.2% | -34.7% |
| 6M | -28.5% | +22.4% | -50.9% | -35.7% |
| YTD | -16.4% | +12.7% | -29.1% | -22.3% |
| 1Y | -12.8% | +19.6% | -32.4% | -21.4% |
| 3Y | -65.7% | +54.0% | -119.7% | -73.6% |
| 5Y | -89.4% | +41.0% | -130.4% | -91.5% |
| All | +2,249.1% | +97.4% | +2,151.7% | +1,140.8% |
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