+72.4%
ENTG vs PRU
+19.3%
+53.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.7% |
| 7D | +8.9% | +1.9% | +7.0% | +7.8% |
| 30D | -7.2% | -0.4% | -6.8% | -7.2% |
| 3M | +6.4% | +16.4% | -10.0% | -4.0% |
| 6M | +25.7% | +26.0% | -0.4% | +5.5% |
| YTD | +67.9% | +9.9% | +58.0% | +54.1% |
| 1Y | +72.4% | +18.8% | +53.6% | +43.6% |
| All | +72.4% | +19.3% | +53.1% | +43.6% |
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