+82.4%
ENTG vs PHM
+7.4%
+75.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +15.2% | -4.1% | +19.3% | +16.9% |
| 30D | -3.6% | +16.1% | -19.8% | -11.1% |
| 3M | -10.0% | -2.5% | -7.5% | -8.4% |
| 6M | +1.8% | +12.9% | -11.1% | -7.6% |
| YTD | +75.5% | +9.0% | +66.5% | +61.0% |
| 1Y | +82.4% | +8.2% | +74.2% | +68.7% |
| All | +82.4% | +7.4% | +75.0% | +68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling