+803.5%
ENTG vs PBF
+259.1%
+544.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | +22.8% | +4.3% | +18.5% | +22.0% |
| 30D | -4.9% | -21.8% | +16.9% | -1.0% |
| 3M | -4.8% | +1.7% | -6.6% | -5.6% |
| 6M | +5.6% | +69.8% | -64.2% | -5.0% |
| YTD | +82.4% | +167.7% | -85.3% | +47.4% |
| 1Y | +82.9% | +89.0% | -6.1% | +57.1% |
| 3Y | +62.1% | +78.8% | -16.6% | +34.5% |
| 5Y | +4.3% | +415.4% | -411.1% | -30.9% |
| All | +803.5% | +259.1% | +544.4% | +462.2% |
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