-2.7%
ENTG vs PL
+36.0%
-38.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -9.3% | +5.6% | -14.9% | -10.3% |
| 30D | -16.4% | -16.9% | +0.6% | -12.9% |
| 3M | -3.8% | -38.2% | +34.4% | +6.2% |
| 6M | -6.9% | -63.4% | +56.5% | +13.2% |
| YTD | +65.0% | -27.6% | +92.6% | +69.1% |
| 1Y | +61.7% | +6.6% | +55.1% | +50.8% |
| 3Y | +46.6% | +557.6% | -511.0% | -18.7% |
| 5Y | -2.7% | +39.5% | -42.2% | -33.0% |
| All | -2.7% | +36.0% | -38.7% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling