-11.8%
ENTG vs PENG
+42.1%
-53.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | -3.4% |
| 7D | -17.1% | -19.4% | +2.3% | -9.4% |
| 30D | -23.0% | -42.4% | +19.4% | -1.6% |
| 3M | -10.2% | -25.6% | +15.4% | +0.2% |
| 6M | -17.8% | +7.3% | -25.0% | -26.4% |
| YTD | +52.4% | +113.9% | -61.5% | -4.9% |
| 1Y | +49.8% | +93.6% | -43.8% | -2.2% |
| 3Y | +42.1% | +170.2% | -128.1% | -28.4% |
| All | -11.8% | +42.1% | -53.9% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling