+1,067.2%
ENTG vs PPL
+928.1%
+139.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.8% | -13.5% | -13.1% |
| 7D | -22.0% | +1.0% | -23.1% | -22.5% |
| 30D | -25.2% | +6.8% | -32.0% | -28.1% |
| 3M | -14.2% | +3.9% | -18.1% | -16.3% |
| 6M | -16.3% | -2.0% | -14.3% | -16.5% |
| YTD | +48.5% | +5.3% | +43.3% | +42.1% |
| 1Y | +41.4% | +2.2% | +39.2% | +37.2% |
| 3Y | +36.7% | +56.7% | -20.0% | +2.4% |
| 5Y | -12.5% | +49.1% | -61.6% | -32.8% |
| 10Y | +734.4% | +63.6% | +670.7% | +466.1% |
| All | +1,067.2% | +928.1% | +139.1% | +680.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling