+16.2%
ENTG vs PENG
+115.2%
-99.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.4% | -0.3% | +3.1% |
| 7D | +2.8% | +4.5% | -1.7% | +0.7% |
| 30D | -4.7% | -7.1% | +2.4% | -1.2% |
| 3M | -0.7% | -27.3% | +26.5% | +12.3% |
| 6M | +7.7% | +169.6% | -161.9% | -36.2% |
| YTD | +65.1% | +164.6% | -99.6% | -2.3% |
| 1Y | +74.8% | +109.5% | -34.7% | +14.0% |
| 3Y | +36.9% | +98.9% | -62.0% | -21.3% |
| All | +16.2% | +115.2% | -99.0% | -32.8% |
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