+1,453.8%
ENTG vs PRU
+806.6%
+647.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.7% |
| 7D | +2.8% | +1.9% | +1.0% | +1.7% |
| 30D | -4.7% | +2.7% | -7.4% | -6.2% |
| 3M | -0.7% | +19.5% | -20.2% | -10.7% |
| 6M | +7.7% | +26.6% | -18.9% | -6.1% |
| YTD | +65.1% | +12.3% | +52.7% | +53.4% |
| 1Y | +74.8% | +18.0% | +56.7% | +58.2% |
| 3Y | +36.9% | +47.0% | -10.1% | +11.4% |
| 5Y | +16.1% | +48.4% | -32.3% | -5.3% |
| 10Y | +740.3% | +142.4% | +597.9% | +384.4% |
| All | +1,453.8% | +806.6% | +647.3% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling