+1,333.5%
ENTG vs PSA
+3,534.1%
-2,200.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.2% |
| 7D | +22.8% | -2.1% | +24.9% | +24.4% |
| 30D | -4.9% | +15.6% | -20.5% | -13.7% |
| 3M | -4.8% | +4.1% | -8.9% | -8.3% |
| 6M | +5.6% | +9.2% | -3.6% | -2.7% |
| YTD | +82.4% | +32.3% | +50.1% | +49.1% |
| 1Y | +82.9% | +26.2% | +56.7% | +54.0% |
| 3Y | +62.1% | +53.7% | +8.5% | +18.0% |
| 5Y | +4.3% | +26.6% | -22.3% | -14.9% |
| 10Y | +793.4% | +132.8% | +660.6% | +355.2% |
| All | +1,333.5% | +3,534.1% | -2,200.6% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling