+1,279.2%
ENTG vs PSA
+3,526.0%
-2,246.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | +15.2% | -1.4% | +16.6% | +16.2% |
| 30D | -3.6% | +15.2% | -18.8% | -12.4% |
| 3M | -10.0% | +2.2% | -12.2% | -12.2% |
| 6M | +1.8% | +11.7% | -9.9% | -7.5% |
| YTD | +75.5% | +32.0% | +43.5% | +43.6% |
| 1Y | +82.4% | +26.3% | +56.1% | +53.5% |
| 3Y | +58.5% | +52.4% | +6.1% | +15.9% |
| 5Y | +0.4% | +26.3% | -25.9% | -18.0% |
| 10Y | +759.6% | +132.3% | +627.3% | +338.6% |
| All | +1,279.2% | +3,526.0% | -2,246.8% | +129.6% |
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