+48.4%
ENTG vs PHM
+52.3%
-3.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.8% |
| 7D | +8.9% | -2.5% | +11.4% | +10.5% |
| 30D | -7.2% | -9.7% | +2.4% | -1.8% |
| 3M | +6.4% | +2.2% | +4.2% | +3.6% |
| 6M | +25.7% | -5.7% | +31.4% | +28.2% |
| YTD | +67.9% | +2.8% | +65.0% | +62.1% |
| 1Y | +72.4% | -14.4% | +86.8% | +85.3% |
| 3Y | +48.4% | +52.2% | -3.8% | +8.5% |
| All | +48.4% | +52.3% | -3.8% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling