+46.6%
ENTG vs PBF
+69.3%
-22.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.2% | -0.2% |
| 7D | -9.3% | -15.3% | +6.0% | -6.7% |
| 30D | -16.4% | -21.8% | +5.4% | -13.1% |
| 3M | -3.8% | -0.2% | -3.6% | -4.3% |
| 6M | -6.9% | +63.6% | -70.5% | -15.8% |
| YTD | +65.0% | +147.5% | -82.5% | +27.9% |
| 1Y | +61.7% | +69.8% | -8.1% | +39.9% |
| 3Y | +46.6% | +65.3% | -18.6% | +0.7% |
| All | +46.6% | +69.3% | -22.7% | +0.7% |
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