+65.7%
ENTG vs PRU
+27.9%
+37.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.6% | -13.1% | -7.1% |
| 7D | -10.3% | +9.8% | -20.1% | -11.5% |
| 30D | -14.4% | +11.6% | -25.9% | -16.1% |
| 3M | -1.1% | +3.7% | -4.8% | -0.5% |
| 6M | +3.0% | +33.0% | -30.0% | -12.6% |
| YTD | +70.1% | +16.6% | +53.5% | +53.5% |
| 1Y | +65.7% | +26.9% | +38.8% | +31.4% |
| All | +65.7% | +27.9% | +37.9% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling