+764.3%
ENTG vs PHM
+557.7%
+206.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -2.8% |
| 7D | +5.1% | -6.4% | +11.5% | +8.7% |
| 30D | -8.5% | -12.1% | +3.6% | -2.6% |
| 3M | +6.7% | -1.5% | +8.2% | +6.7% |
| 6M | +17.7% | -6.0% | +23.8% | +20.5% |
| YTD | +63.5% | -0.3% | +63.8% | +62.1% |
| 1Y | +73.6% | -13.3% | +86.9% | +84.5% |
| 3Y | +44.6% | +47.6% | -3.0% | +15.5% |
| 5Y | +16.1% | +154.7% | -138.6% | -29.7% |
| All | +764.3% | +557.7% | +206.6% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling