+477.6%
PAYX vs ENTG
+1,221.6%
-744.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.1% |
| 7D | -7.9% | +5.1% | -13.0% | -8.9% |
| 30D | -5.0% | -8.5% | +3.5% | -3.9% |
| 3M | +15.1% | +6.7% | +8.4% | +10.4% |
| 6M | +23.9% | +17.7% | +6.2% | +15.0% |
| YTD | +6.2% | +63.5% | -57.3% | -8.6% |
| 1Y | -9.6% | +73.6% | -83.2% | -24.0% |
| 3Y | +5.8% | +44.6% | -38.7% | -11.9% |
| 5Y | +22.0% | +16.1% | +5.8% | +1.8% |
| 10Y | +165.1% | +775.8% | -610.8% | +44.3% |
| All | +477.6% | +1,221.6% | -744.1% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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