+30.6%
ENTG vs PL
+40.9%
-10.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.1% | -3.6% |
| 7D | +15.2% | +10.0% | +5.1% | +12.8% |
| 30D | -3.6% | -2.3% | -1.4% | -2.9% |
| 3M | -10.0% | -44.2% | +34.3% | +1.6% |
| 6M | +1.8% | -66.1% | +67.9% | +25.7% |
| YTD | +75.5% | -30.0% | +105.5% | +81.2% |
| 1Y | +82.4% | +21.0% | +61.4% | +65.9% |
| 3Y | +58.5% | +516.5% | -458.0% | -10.7% |
| 5Y | +0.4% | +32.0% | -31.7% | -30.9% |
| All | +30.6% | +40.9% | -10.3% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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