-78.4%
ENPH vs PRU
+48.6%
-127.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | -2.4% | +1.9% | -4.2% | -3.3% |
| 30D | -6.6% | +2.7% | -9.3% | -8.0% |
| 3M | -46.8% | +19.5% | -66.3% | -51.9% |
| 6M | -14.7% | +26.6% | -41.4% | -25.1% |
| YTD | +13.5% | +12.3% | +1.1% | +5.4% |
| 1Y | -0.4% | +18.0% | -18.5% | -10.5% |
| 3Y | -71.7% | +47.0% | -118.8% | -78.9% |
| All | -78.4% | +48.6% | -127.0% | -84.8% |
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 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