+45.5%
ENTG vs PNR
-14.2%
+59.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.6% | -2.8% |
| 7D | +5.1% | -5.5% | +10.6% | +10.0% |
| 30D | -8.5% | -15.6% | +7.0% | +4.5% |
| 3M | +6.7% | -20.2% | +26.9% | +24.2% |
| 6M | +17.7% | -36.6% | +54.3% | +71.2% |
| YTD | +63.5% | -45.0% | +108.5% | +171.7% |
| 1Y | +73.6% | -47.4% | +121.0% | +203.3% |
| All | +45.5% | -14.2% | +59.7% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling