+1,197.2%
ENTG vs PPL
+894.4%
+302.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +2.8% | +2.7% | +0.2% | +1.4% |
| 30D | -4.7% | +0.5% | -5.1% | -4.9% |
| 3M | -0.7% | +0.7% | -1.4% | -1.8% |
| 6M | +7.7% | -7.6% | +15.3% | +11.1% |
| YTD | +65.1% | +1.8% | +63.2% | +61.6% |
| 1Y | +74.8% | -0.8% | +75.5% | +72.6% |
| 3Y | +36.9% | +56.9% | -20.0% | +2.7% |
| 5Y | +16.1% | +39.5% | -23.4% | -7.2% |
| 10Y | +740.3% | +55.4% | +685.0% | +488.7% |
| All | +1,197.2% | +894.4% | +302.8% | +787.2% |
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 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