-88.2%
ENPH vs PRU
+36.1%
-124.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.3% |
| 7D | +11.0% | +2.4% | +8.6% | +9.8% |
| 30D | -15.0% | +6.1% | -21.1% | -17.6% |
| 3M | -28.2% | -0.7% | -27.5% | -28.0% |
| 6M | -20.5% | +22.1% | -42.5% | -29.1% |
| YTD | -11.2% | +9.8% | -20.9% | -16.7% |
| 1Y | -8.7% | +19.4% | -28.0% | -18.6% |
| 3Y | -63.6% | +50.4% | -114.0% | -73.9% |
| All | -88.2% | +36.1% | -124.4% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling