+1,279.2%
ENTG vs PHM
+2,761.9%
-1,482.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +15.2% | -4.1% | +19.3% | +17.3% |
| 30D | -3.6% | +16.1% | -19.8% | -10.9% |
| 3M | -10.0% | -2.5% | -7.5% | -10.4% |
| 6M | +1.8% | +12.9% | -11.1% | -5.4% |
| YTD | +75.5% | +9.0% | +66.5% | +65.6% |
| 1Y | +82.4% | +8.2% | +74.2% | +72.7% |
| 3Y | +58.5% | +58.4% | +0.1% | +26.0% |
| 5Y | +0.4% | +159.2% | -158.8% | -35.4% |
| 10Y | +759.6% | +676.9% | +82.8% | +222.3% |
| All | +1,279.2% | +2,761.9% | -1,482.7% | +282.2% |
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