+1,237.3%
ENTG vs PPG
+828.4%
+408.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +3.5% |
| 7D | +8.9% | -3.7% | +12.7% | +12.6% |
| 30D | -0.8% | -7.2% | +6.4% | +5.8% |
| 3M | +6.6% | -7.3% | +13.9% | +13.9% |
| 6M | +22.1% | +0.3% | +21.8% | +20.7% |
| YTD | +70.2% | +6.5% | +63.6% | +58.8% |
| 1Y | +76.7% | +0.5% | +76.2% | +73.0% |
| 3Y | +50.5% | -15.3% | +65.8% | +75.0% |
| 5Y | +21.8% | -22.9% | +44.7% | +53.1% |
| 10Y | +811.7% | +28.4% | +783.3% | +538.2% |
| All | +1,237.3% | +828.4% | +408.9% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling