+496.0%
ENTG vs PENG
+762.7%
-266.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.4% | -0.3% | +3.7% |
| 7D | +2.8% | +4.5% | -1.7% | +1.1% |
| 30D | -4.7% | -7.1% | +2.4% | -1.8% |
| 3M | -0.7% | -27.3% | +26.5% | +10.2% |
| 6M | +7.7% | +169.6% | -161.9% | -27.4% |
| YTD | +65.1% | +164.6% | -99.6% | +11.4% |
| 1Y | +74.8% | +109.5% | -34.7% | +27.2% |
| 3Y | +36.9% | +98.9% | -62.0% | -8.4% |
| 5Y | +16.1% | +116.3% | -100.1% | -25.9% |
| All | +496.0% | +762.7% | -266.7% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling