-70.2%
ENPH vs PRU
+50.2%
-120.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | -2.4% | +1.9% | -4.2% | -3.2% |
| 30D | -6.6% | +2.7% | -9.3% | -7.9% |
| 3M | -46.8% | +19.5% | -66.3% | -51.4% |
| 6M | -14.7% | +26.6% | -41.4% | -24.1% |
| YTD | +13.5% | +12.3% | +1.1% | +6.3% |
| 1Y | -0.4% | +18.0% | -18.5% | -9.7% |
| All | -70.2% | +50.2% | -120.5% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling