+39.0%
ENTG vs PR
+73.2%
-34.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.7% |
| 7D | +2.8% | +2.9% | -0.1% | +1.6% |
| 30D | -4.7% | +18.0% | -22.7% | -10.8% |
| 3M | -0.7% | +16.9% | -17.6% | -7.5% |
| 6M | +7.7% | +28.2% | -20.5% | -6.1% |
| YTD | +65.1% | +69.3% | -4.3% | +24.2% |
| 1Y | +74.8% | +69.5% | +5.3% | +30.4% |
| All | +39.0% | +73.2% | -34.2% | -2.1% |
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