+863.7%
ENTG vs PR
+147.8%
+715.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.9% | -7.8% | -12.2% |
| 7D | -22.0% | -16.5% | -5.5% | -20.5% |
| 30D | -25.2% | -4.5% | -20.7% | -24.8% |
| 3M | -14.2% | +8.5% | -22.8% | -15.1% |
| 6M | -16.3% | -3.3% | -13.0% | -16.4% |
| YTD | +48.5% | +55.7% | -7.2% | +40.3% |
| 1Y | +41.4% | +82.0% | -40.7% | +31.2% |
| 3Y | +36.7% | +62.5% | -25.8% | +28.4% |
| 5Y | -12.5% | +223.9% | -236.4% | -23.5% |
| 10Y | +734.4% | +64.2% | +670.2% | +726.2% |
| All | +863.7% | +147.8% | +715.9% | +779.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling