+770.1%
ENTG vs PRU
+115.4%
+654.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.1% | +8.0% |
| 7D | -7.6% | +3.2% | -10.8% | -9.5% |
| 30D | -15.5% | +7.9% | -23.4% | -19.9% |
| 3M | -7.8% | +1.8% | -9.6% | -9.8% |
| 6M | -5.9% | +24.1% | -30.1% | -19.4% |
| YTD | +66.7% | +12.4% | +54.4% | +51.7% |
| 1Y | +62.1% | +20.9% | +41.2% | +41.2% |
| 3Y | +56.3% | +55.5% | +0.8% | +18.5% |
| 5Y | -3.8% | +42.7% | -46.5% | -22.9% |
| 10Y | +770.1% | +106.1% | +663.9% | +456.8% |
| All | +770.1% | +115.4% | +654.7% | +456.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling