+721.8%
ENTG vs PR
+66.0%
+655.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.4% |
| 7D | -17.1% | -16.4% | -0.7% | -15.4% |
| 30D | -23.0% | -1.9% | -21.1% | -22.8% |
| 3M | -10.2% | +8.0% | -18.2% | -11.1% |
| 6M | -17.8% | +4.1% | -21.9% | -18.5% |
| YTD | +52.4% | +58.7% | -6.3% | +43.7% |
| 1Y | +49.8% | +75.8% | -26.0% | +39.6% |
| 3Y | +42.1% | +73.2% | -31.0% | +32.7% |
| 5Y | -10.2% | +230.1% | -240.4% | -21.6% |
| All | +721.8% | +66.0% | +655.8% | +747.3% |
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