+16.2%
ENTG vs PR
+433.6%
-417.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.6% |
| 7D | +2.8% | +2.9% | -0.1% | +1.9% |
| 30D | -4.7% | +18.0% | -22.7% | -9.6% |
| 3M | -0.7% | +16.9% | -17.6% | -6.2% |
| 6M | +7.7% | +28.2% | -20.5% | -2.4% |
| YTD | +65.1% | +69.3% | -4.3% | +36.0% |
| 1Y | +74.8% | +69.5% | +5.3% | +43.3% |
| 3Y | +36.9% | +81.7% | -44.8% | +8.2% |
| All | +16.2% | +433.6% | -417.4% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling