+24.1%
ENTG vs PL
+46.6%
-22.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +14.5% | -5.1% | +6.3% |
| 7D | -7.6% | +10.9% | -18.5% | -9.5% |
| 30D | -15.5% | -16.4% | +0.9% | -12.1% |
| 3M | -7.8% | -39.9% | +32.1% | +2.4% |
| 6M | -5.9% | -63.2% | +57.3% | +14.2% |
| YTD | +66.7% | -27.1% | +93.9% | +70.7% |
| 1Y | +62.1% | +12.2% | +49.9% | +49.6% |
| 3Y | +56.3% | +584.3% | -528.0% | -14.1% |
| 5Y | -3.8% | +37.0% | -40.8% | -34.6% |
| All | +24.1% | +46.6% | -22.5% | -14.3% |
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