+16.1%
ENTG vs PNR
-21.1%
+37.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.6% | -2.7% |
| 7D | +5.1% | -5.5% | +10.6% | +10.5% |
| 30D | -8.5% | -15.6% | +7.0% | +6.0% |
| 3M | +6.7% | -20.2% | +26.9% | +26.2% |
| 6M | +17.7% | -36.6% | +54.3% | +74.9% |
| YTD | +63.5% | -45.0% | +108.5% | +178.8% |
| 1Y | +73.6% | -47.4% | +121.0% | +211.7% |
| 3Y | +44.6% | -13.7% | +58.3% | +57.8% |
| 5Y | +16.1% | -20.8% | +36.9% | +23.9% |
| All | +16.1% | -21.1% | +37.2% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling