+46.6%
ENTG vs PR
+86.9%
-40.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -9.3% | -9.5% | +0.2% | -5.5% |
| 30D | -16.4% | -5.7% | -10.7% | -14.3% |
| 3M | -3.8% | +3.0% | -6.8% | -5.5% |
| 6M | -6.9% | +11.8% | -18.7% | -13.2% |
| YTD | +65.0% | +58.5% | +6.5% | +23.2% |
| 1Y | +61.7% | +69.9% | -8.2% | +15.5% |
| 3Y | +46.6% | +84.9% | -38.3% | -1.6% |
| All | +46.6% | +86.9% | -40.2% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling