+36.7%
ENTG vs PL
+46.3%
-9.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.5% | +10.8% | +11.2% |
| 7D | +7.9% | +13.4% | -5.4% | +5.1% |
| 30D | -3.6% | -10.2% | +6.6% | -1.2% |
| 3M | +2.7% | -39.5% | +42.2% | +14.0% |
| 6M | +3.6% | -65.7% | +69.3% | +27.5% |
| YTD | +83.6% | -27.3% | +110.9% | +88.1% |
| 1Y | +84.9% | +15.0% | +69.9% | +69.8% |
| 3Y | +63.2% | +560.8% | -497.6% | -9.5% |
| 5Y | +4.9% | +38.4% | -33.5% | -28.5% |
| All | +36.7% | +46.3% | -9.6% | -5.6% |
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