+22.9%
ENTG vs PL
+84.9%
-62.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.4% | +6.4% |
| 7D | +2.8% | -9.3% | +12.1% | +4.9% |
| 30D | -4.7% | -18.9% | +14.2% | -0.3% |
| 3M | -0.7% | -58.4% | +57.6% | +17.7% |
| 6M | +7.7% | -30.3% | +38.0% | +12.4% |
| YTD | +65.1% | -8.1% | +73.2% | +61.3% |
| 1Y | +74.8% | +180.5% | -105.7% | +30.9% |
| 3Y | +36.9% | +444.1% | -407.2% | -20.6% |
| 5Y | +16.1% | +83.0% | -66.9% | -23.0% |
| All | +22.9% | +84.9% | -62.0% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling