-66.8%
ENPH vs PRU
+56.8%
-123.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | -8.4% | +3.6% | -12.0% | -9.8% |
| 30D | -11.2% | +8.9% | -20.0% | -14.0% |
| 3M | -36.1% | +0.2% | -36.3% | -36.2% |
| 6M | -37.9% | +23.7% | -61.7% | -43.3% |
| YTD | -18.7% | +13.7% | -32.4% | -23.5% |
| 1Y | -9.8% | +20.6% | -30.4% | -17.7% |
| 3Y | -66.8% | +56.3% | -123.1% | -85.5% |
| All | -66.8% | +56.8% | -123.6% | -85.5% |
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