+42.1%
ENTG vs PRU
+46.4%
-4.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +4.4% |
| 7D | -17.1% | +2.4% | -19.5% | -18.8% |
| 30D | -23.0% | +6.1% | -29.1% | -27.1% |
| 3M | -10.2% | -0.7% | -9.5% | -10.9% |
| 6M | -17.8% | +22.1% | -39.8% | -32.8% |
| YTD | +52.4% | +9.8% | +42.6% | +36.2% |
| 1Y | +49.8% | +19.4% | +30.4% | +24.0% |
| 3Y | +42.1% | +50.4% | -8.2% | -11.6% |
| All | +42.1% | +46.4% | -4.3% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling