+0.2%
ENTG vs PPL
+47.4%
-47.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.2% |
| 7D | +15.2% | -0.4% | +15.5% | +15.3% |
| 30D | -3.6% | +2.6% | -6.3% | -4.8% |
| 3M | -10.0% | +0.8% | -10.8% | -10.5% |
| 6M | +1.8% | +1.4% | +0.4% | +0.5% |
| YTD | +75.5% | +4.3% | +71.2% | +70.4% |
| 1Y | +82.4% | +0.8% | +81.7% | +79.6% |
| 3Y | +58.5% | +57.9% | +0.6% | +17.3% |
| All | +0.2% | +47.4% | -47.2% | -24.0% |
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