+198.7%
PDD vs ENTG
+280.4%
-81.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.6% |
| 7D | -4.1% | +8.9% | -13.1% | -7.3% |
| 30D | -13.1% | -7.2% | -5.9% | -11.5% |
| 3M | -3.5% | +6.4% | -9.9% | -11.8% |
| 6M | -21.8% | +25.7% | -47.5% | -35.0% |
| YTD | -29.7% | +67.9% | -97.5% | -49.7% |
| 1Y | -36.2% | +72.4% | -108.6% | -56.0% |
| 3Y | -16.4% | +48.4% | -64.8% | -44.7% |
| 5Y | -23.8% | +20.1% | -43.9% | -45.6% |
| All | +198.7% | +280.4% | -81.7% | -4.1% |
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