-11.8%
ENTG vs PPL
+47.9%
-59.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +2.8% |
| 7D | -17.1% | +0.4% | -17.5% | -17.3% |
| 30D | -23.0% | +5.4% | -28.4% | -24.6% |
| 3M | -10.2% | +4.3% | -14.5% | -11.7% |
| 6M | -17.8% | -1.3% | -16.4% | -17.9% |
| YTD | +52.4% | +4.7% | +47.7% | +47.8% |
| 1Y | +49.8% | +1.3% | +48.5% | +47.3% |
| 3Y | +42.1% | +57.2% | -15.1% | +5.7% |
| All | -11.8% | +47.9% | -59.7% | -33.2% |
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