+743.3%
ENTG vs PR
+65.1%
+678.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -9.3% | -9.5% | +0.2% | -8.2% |
| 30D | -16.4% | -5.7% | -10.7% | -15.8% |
| 3M | -3.8% | +3.0% | -6.8% | -4.2% |
| 6M | -6.9% | +11.8% | -18.7% | -8.5% |
| YTD | +65.0% | +58.5% | +6.5% | +55.6% |
| 1Y | +61.7% | +69.9% | -8.2% | +51.2% |
| 3Y | +46.6% | +84.9% | -38.3% | +36.1% |
| 5Y | -2.7% | +246.4% | -249.1% | -15.3% |
| 10Y | +743.3% | +70.3% | +673.0% | +772.7% |
| All | +743.3% | +65.1% | +678.2% | +772.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling