+84.9%
ENTG vs PENG
+120.3%
-35.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +10.3% | +1.0% | +6.2% |
| 7D | +7.9% | +1.9% | +6.1% | +6.2% |
| 30D | -3.6% | -37.8% | +34.2% | +18.8% |
| 3M | +2.7% | -14.1% | +16.8% | +6.8% |
| 6M | +3.6% | +13.1% | -9.6% | -6.1% |
| YTD | +83.6% | +151.8% | -68.2% | +11.1% |
| 1Y | +84.9% | +136.0% | -51.1% | +15.3% |
| All | +84.9% | +120.3% | -35.4% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling