+65.7%
ENTG vs PPL
+1.0%
+64.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -10.3% | +1.8% | -12.1% | -9.9% |
| 30D | -14.4% | +8.4% | -22.8% | -13.3% |
| 3M | -1.1% | +2.4% | -3.5% | -0.4% |
| 6M | +3.0% | -4.0% | +6.9% | +4.0% |
| YTD | +70.1% | +4.5% | +65.6% | +70.2% |
| 1Y | +65.7% | +1.7% | +64.0% | +68.5% |
| All | +65.7% | +1.0% | +64.8% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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