+15.3%
ENTG vs PEG
+36.3%
-21.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.2% | -0.9% | +2.1% | +1.6% |
| 30D | -12.9% | -3.7% | -9.1% | -11.3% |
| 3M | -3.1% | -7.3% | +4.2% | +0.1% |
| 6M | +21.0% | -10.5% | +31.5% | +26.7% |
| YTD | +67.0% | -7.5% | +74.5% | +71.6% |
| 1Y | +68.6% | -8.7% | +77.4% | +74.2% |
| 3Y | +48.6% | +31.4% | +17.3% | +25.8% |
| All | +15.3% | +36.3% | -21.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling