+1,237.3%
ENTG vs PNR
+688.3%
+549.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.7% |
| 7D | +8.9% | -3.9% | +12.8% | +11.9% |
| 30D | -0.8% | -13.8% | +13.0% | +9.8% |
| 3M | +6.6% | -22.5% | +29.1% | +24.8% |
| 6M | +22.1% | -37.2% | +59.2% | +66.5% |
| YTD | +70.2% | -44.2% | +114.4% | +153.2% |
| 1Y | +76.7% | -46.6% | +123.4% | +172.8% |
| 3Y | +50.5% | -12.5% | +63.0% | +64.7% |
| 5Y | +21.8% | -19.3% | +41.2% | +43.0% |
| 10Y | +811.7% | +67.5% | +744.3% | +501.7% |
| All | +1,237.3% | +688.3% | +549.1% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling