+1,197.2%
ENTG vs PHM
+2,698.1%
-1,500.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.1% |
| 7D | +2.8% | -3.2% | +6.0% | +4.3% |
| 30D | -4.7% | -6.4% | +1.8% | -2.0% |
| 3M | -0.7% | +5.5% | -6.2% | -3.6% |
| 6M | +7.7% | -5.4% | +13.2% | +9.9% |
| YTD | +65.1% | +6.6% | +58.5% | +59.6% |
| 1Y | +74.8% | -8.8% | +83.6% | +80.6% |
| 3Y | +36.9% | +54.1% | -17.2% | +11.4% |
| 5Y | +16.1% | +144.5% | -128.4% | -22.5% |
| 10Y | +740.3% | +569.4% | +170.9% | +239.3% |
| All | +1,197.2% | +2,698.1% | -1,500.9% | +268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling