+1,894.9%
ENTG vs PBR
+1,873.9%
+21.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +8.9% | +0.3% | +8.6% | +8.8% |
| 30D | -0.8% | +17.5% | -18.4% | -6.0% |
| 3M | +6.6% | +20.9% | -14.3% | -0.6% |
| 6M | +22.1% | +20.2% | +1.8% | +12.9% |
| YTD | +70.2% | +84.3% | -14.1% | +37.0% |
| 1Y | +76.7% | +77.1% | -0.4% | +43.7% |
| 3Y | +50.5% | +100.8% | -50.3% | +15.4% |
| 5Y | +21.8% | +556.1% | -534.3% | -40.3% |
| 10Y | +811.7% | +676.1% | +135.7% | +237.7% |
| All | +1,894.9% | +1,873.9% | +21.0% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling