+2,397.7%
ENTG vs PSLV
+120.6%
+2,277.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.9% |
| 7D | +8.9% | +3.3% | +5.6% | +8.1% |
| 30D | -0.8% | +2.1% | -2.9% | -1.3% |
| 3M | +6.6% | +7.1% | -0.6% | +5.0% |
| 6M | +22.1% | -21.6% | +43.7% | +27.5% |
| YTD | +70.2% | -6.7% | +76.9% | +68.7% |
| 1Y | +76.7% | +59.3% | +17.4% | +57.7% |
| 3Y | +50.5% | +182.1% | -131.6% | +21.5% |
| 5Y | +21.8% | +162.6% | -140.8% | -1.7% |
| 10Y | +811.7% | +203.0% | +608.7% | +605.6% |
| All | +2,397.7% | +120.6% | +2,277.1% | +1,588.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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