+39.0%
ENTG vs PENG
+101.4%
-62.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.4% | -0.3% | +3.4% |
| 7D | +2.8% | +4.5% | -1.7% | +0.9% |
| 30D | -4.7% | -7.1% | +2.4% | -1.5% |
| 3M | -0.7% | -27.3% | +26.5% | +10.9% |
| 6M | +7.7% | +169.6% | -161.9% | -30.1% |
| YTD | +65.1% | +164.6% | -99.6% | +7.2% |
| 1Y | +74.8% | +109.5% | -34.7% | +23.0% |
| All | +39.0% | +101.4% | -62.4% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling