+4.9%
ENTG vs PPL
+47.2%
-42.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.0% | +12.2% | +11.6% |
| 7D | +7.9% | -1.0% | +8.9% | +8.2% |
| 30D | -3.6% | +3.0% | -6.6% | -4.9% |
| 3M | +2.7% | +1.1% | +1.6% | +2.0% |
| 6M | +3.6% | -0.8% | +4.3% | +3.1% |
| YTD | +83.6% | +3.5% | +80.2% | +78.7% |
| 1Y | +84.9% | -0.9% | +85.8% | +83.2% |
| 3Y | +63.2% | +54.2% | +9.0% | +22.4% |
| 5Y | +4.9% | +46.3% | -41.4% | -20.4% |
| All | +4.9% | +47.2% | -42.3% | -20.4% |
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