+82.4%
ENTG vs PBF
+90.5%
-8.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.2% | -3.8% |
| 7D | +15.2% | +6.5% | +8.7% | +15.3% |
| 30D | -3.6% | -20.0% | +16.4% | -5.1% |
| 3M | -10.0% | -3.3% | -6.6% | -9.8% |
| 6M | +1.8% | +76.8% | -75.0% | +11.7% |
| YTD | +75.5% | +168.9% | -93.4% | +87.0% |
| 1Y | +82.4% | +96.4% | -14.0% | +104.0% |
| All | +82.4% | +90.5% | -8.0% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling