+782.9%
ENTG vs PBR
+697.0%
+86.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +1.2% | +5.4% | -4.2% | 0.0% |
| 30D | -12.9% | +22.9% | -35.7% | -16.8% |
| 3M | -3.1% | +19.6% | -22.7% | -7.4% |
| 6M | +21.0% | +16.5% | +4.5% | +15.5% |
| YTD | +67.0% | +86.7% | -19.6% | +42.4% |
| 1Y | +68.6% | +74.7% | -6.1% | +45.9% |
| 3Y | +48.6% | +102.6% | -53.9% | +22.9% |
| 5Y | +18.6% | +566.6% | -548.0% | -28.3% |
| All | +782.9% | +697.0% | +86.0% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling