+190.4%
PDD vs ENTG
+313.3%
-123.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -7.6% | +22.8% | -30.5% | -14.7% |
| 30D | -5.4% | -4.9% | -0.5% | -5.9% |
| 3M | -12.9% | -4.8% | -8.1% | -14.5% |
| 6M | -19.0% | +5.6% | -24.6% | -28.2% |
| YTD | -31.6% | +82.4% | -114.0% | -54.0% |
| 1Y | -43.0% | +82.9% | -125.9% | -62.0% |
| 3Y | -28.9% | +62.1% | -91.0% | -55.7% |
| 5Y | -18.4% | +4.3% | -22.7% | -38.3% |
| All | +190.4% | +313.3% | -123.0% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling