+16.2%
ENTG vs PPL
+39.5%
-23.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +2.8% | +2.7% | +0.2% | +1.8% |
| 30D | -4.7% | +0.5% | -5.1% | -4.8% |
| 3M | -0.7% | +0.7% | -1.4% | -1.6% |
| 6M | +7.7% | -7.6% | +15.3% | +10.4% |
| YTD | +65.1% | +1.8% | +63.2% | +62.2% |
| 1Y | +74.8% | -0.8% | +75.5% | +73.1% |
| 3Y | +36.9% | +56.9% | -20.0% | +1.8% |
| All | +16.2% | +39.5% | -23.3% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling