+1,197.2%
ENTG vs PSA
+3,159.2%
-1,961.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.9% |
| 7D | +2.8% | -3.7% | +6.5% | +5.2% |
| 30D | -4.7% | -7.7% | +3.1% | 0.0% |
| 3M | -0.7% | -0.6% | -0.1% | -2.0% |
| 6M | +7.7% | -0.9% | +8.6% | +6.4% |
| YTD | +65.1% | +18.7% | +46.4% | +45.7% |
| 1Y | +74.8% | +7.6% | +67.2% | +63.7% |
| 3Y | +36.9% | +23.7% | +13.2% | +15.1% |
| 5Y | +16.1% | +13.7% | +2.4% | +2.0% |
| 10Y | +740.3% | +98.9% | +641.5% | +375.6% |
| All | +1,197.2% | +3,159.2% | -1,961.9% | +133.0% |
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