+48.4%
ENTG vs PBF
+62.4%
-13.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.2% |
| 7D | +8.9% | +2.4% | +6.6% | +8.5% |
| 30D | -7.2% | +24.9% | -32.1% | -10.6% |
| 3M | +6.4% | +81.9% | -75.5% | -4.5% |
| 6M | +25.7% | +79.4% | -53.7% | +10.5% |
| YTD | +67.9% | +188.3% | -120.4% | +28.2% |
| 1Y | +72.4% | +177.3% | -104.9% | +30.3% |
| 3Y | +48.4% | +56.0% | -7.6% | +0.2% |
| All | +48.4% | +62.4% | -13.9% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling