+1,487.8%
ENTG vs PBF
+303.9%
+1,184.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.4% |
| 7D | +2.8% | +4.3% | -1.5% | +2.1% |
| 30D | -4.7% | +22.0% | -26.7% | -8.0% |
| 3M | -0.7% | +74.5% | -75.2% | -10.5% |
| 6M | +7.7% | +67.7% | -60.0% | -3.8% |
| YTD | +65.1% | +179.2% | -114.1% | +33.7% |
| 1Y | +74.8% | +170.0% | -95.2% | +41.1% |
| 3Y | +36.9% | +66.4% | -29.5% | +15.8% |
| 5Y | +16.1% | +764.5% | -748.4% | -28.9% |
| 10Y | +740.3% | +358.5% | +381.8% | +382.4% |
| All | +1,487.8% | +303.9% | +1,184.0% | +748.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling