+201.5%
PDD vs ENTG
+277.9%
-76.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.5% | -6.4% |
| 7D | -1.4% | -7.6% | +6.1% | +0.4% |
| 30D | -1.0% | -15.5% | +14.4% | +3.0% |
| 3M | -12.3% | -7.8% | -4.4% | -13.0% |
| 6M | -18.5% | -5.9% | -12.6% | -24.3% |
| YTD | -29.0% | +66.7% | -95.8% | -50.5% |
| 1Y | -40.7% | +62.1% | -102.8% | -58.5% |
| 3Y | -25.7% | +56.3% | -81.9% | -53.5% |
| 5Y | -3.3% | -3.8% | +0.5% | -24.6% |
| All | +201.5% | +277.9% | -76.4% | -5.7% |
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