+708.1%
ENTG vs PPL
+66.8%
+641.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -9.3% | 0.0% | -9.3% | -9.4% |
| 30D | -16.4% | +4.3% | -20.7% | -18.0% |
| 3M | -3.8% | +2.9% | -6.8% | -5.3% |
| 6M | -6.9% | +1.1% | -8.0% | -8.2% |
| YTD | +65.0% | +4.5% | +60.5% | +60.1% |
| 1Y | +61.7% | +0.1% | +61.6% | +59.5% |
| 3Y | +46.6% | +55.7% | -9.1% | +16.2% |
| 5Y | -2.7% | +47.6% | -50.3% | -20.9% |
| All | +708.1% | +66.8% | +641.2% | +482.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling