+21.8%
ENTG vs PSA
+10.8%
+11.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.7% |
| 7D | +8.9% | -2.2% | +11.2% | +10.2% |
| 30D | -0.8% | -9.6% | +8.7% | +4.8% |
| 3M | +6.6% | -7.9% | +14.5% | +10.0% |
| 6M | +22.1% | -2.0% | +24.1% | +20.7% |
| YTD | +70.2% | +15.7% | +54.4% | +51.4% |
| 1Y | +76.7% | +5.8% | +70.9% | +66.0% |
| 3Y | +50.5% | +21.6% | +28.9% | +23.9% |
| 5Y | +21.8% | +13.1% | +8.7% | +5.3% |
| All | +21.8% | +10.8% | +11.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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