-17.8%
ENTG vs PPL
-2.6%
-15.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +2.3% |
| 7D | -17.1% | +0.4% | -17.5% | -16.8% |
| 30D | -23.0% | +5.4% | -28.4% | -21.0% |
| 3M | -10.2% | +4.3% | -14.5% | -8.0% |
| 6M | -17.8% | -1.3% | -16.4% | -14.2% |
| All | -17.8% | -2.6% | -15.2% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling