+1,342.9%
ENTG vs PPL
+910.4%
+432.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.0% | +12.2% | +11.8% |
| 7D | +7.9% | -1.0% | +8.9% | +8.3% |
| 30D | -3.6% | +3.0% | -6.6% | -5.6% |
| 3M | +2.7% | +1.1% | +1.6% | +1.5% |
| 6M | +3.6% | -0.8% | +4.3% | +2.6% |
| YTD | +83.6% | +3.5% | +80.2% | +77.2% |
| 1Y | +84.9% | -0.9% | +85.8% | +82.2% |
| 3Y | +63.2% | +54.2% | +9.0% | +23.2% |
| 5Y | +4.9% | +46.3% | -41.4% | -18.7% |
| 10Y | +799.3% | +65.0% | +734.3% | +506.6% |
| All | +1,342.9% | +910.4% | +432.5% | +872.6% |
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