+0.2%
ENTG vs PRU
+42.1%
-41.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.5% |
| 7D | +15.2% | +3.6% | +11.6% | +12.1% |
| 30D | -3.6% | +8.9% | -12.5% | -11.1% |
| 3M | -10.0% | +0.2% | -10.1% | -11.4% |
| 6M | +1.8% | +23.7% | -21.9% | -17.9% |
| YTD | +75.5% | +13.7% | +61.8% | +51.7% |
| 1Y | +82.4% | +20.6% | +61.8% | +49.7% |
| 3Y | +58.5% | +56.3% | +2.2% | +1.4% |
| All | +0.2% | +42.1% | -41.9% | -29.5% |
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