+82.9%
ENTG vs PBF
+82.2%
+0.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.6% |
| 7D | +22.8% | +3.8% | +19.0% | +22.8% |
| 30D | -4.9% | -22.2% | +17.3% | -6.4% |
| 3M | -4.8% | +1.3% | -6.1% | -4.1% |
| 6M | +5.6% | +69.0% | -63.4% | +15.1% |
| YTD | +82.4% | +166.5% | -84.1% | +91.8% |
| 1Y | +82.9% | +88.1% | -5.2% | +105.5% |
| All | +82.9% | +82.2% | +0.7% | +105.5% |
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