+558.6%
ENTG vs PENG
+735.0%
-176.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | +22.8% | +34.6% | -11.8% | +9.4% |
| 30D | -4.9% | -35.9% | +31.1% | +11.5% |
| 3M | -4.8% | -14.7% | +9.9% | -0.9% |
| 6M | +5.6% | +13.5% | -7.9% | -3.1% |
| YTD | +82.4% | +156.1% | -73.7% | +22.2% |
| 1Y | +82.9% | +141.3% | -58.5% | +24.9% |
| 3Y | +62.1% | +223.4% | -161.3% | -4.2% |
| 5Y | +4.3% | +67.4% | -63.1% | -29.3% |
| All | +558.6% | +735.0% | -176.4% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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