+811.7%
ENTG vs PBF
+351.3%
+460.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +8.9% | +1.4% | +7.6% | +8.7% |
| 30D | -0.8% | +15.8% | -16.7% | -3.4% |
| 3M | +6.6% | +90.3% | -83.7% | -5.4% |
| 6M | +22.1% | +102.8% | -80.7% | +5.5% |
| YTD | +70.2% | +187.3% | -117.2% | +36.6% |
| 1Y | +76.7% | +161.8% | -85.1% | +43.0% |
| 3Y | +50.5% | +55.5% | -5.0% | +28.1% |
| 5Y | +21.8% | +801.9% | -780.1% | -26.7% |
| 10Y | +811.7% | +362.2% | +449.5% | +452.8% |
| All | +811.7% | +351.3% | +460.4% | +452.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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