+65.7%
ENTG vs PPG
+38.5%
+27.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.0% | -11.4% | -9.8% |
| 7D | -10.3% | +7.5% | -17.8% | -15.3% |
| 30D | -14.4% | +20.9% | -35.2% | -26.5% |
| 3M | -1.1% | +8.7% | -9.8% | -7.4% |
| 6M | +3.0% | +23.8% | -20.9% | -13.3% |
| YTD | +70.1% | +26.5% | +43.6% | +31.5% |
| 1Y | +65.7% | +37.6% | +28.2% | +14.5% |
| All | +65.7% | +38.5% | +27.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling