+436.3%
ENTG vs PENG
+520.3%
-84.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -23.0% | +10.3% | -3.8% |
| 7D | -22.0% | -36.7% | +14.7% | -8.0% |
| 30D | -25.2% | -42.0% | +16.8% | -9.2% |
| 3M | -14.2% | -33.2% | +19.0% | -1.6% |
| 6M | -16.3% | +2.1% | -18.4% | -19.9% |
| YTD | +48.5% | +90.3% | -41.8% | +11.6% |
| 1Y | +41.4% | +67.7% | -26.3% | +11.0% |
| 3Y | +36.7% | +154.2% | -117.6% | -11.0% |
| 5Y | -12.5% | +28.3% | -40.8% | -34.0% |
| All | +436.3% | +520.3% | -84.1% | +172.9% |
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