+79.1%
PEP vs ENTG
+786.9%
-707.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.4% |
| 7D | -1.7% | +8.9% | -10.6% | -2.3% |
| 30D | +0.3% | -0.8% | +1.1% | +0.2% |
| 3M | -3.2% | +6.6% | -9.8% | -4.9% |
| 6M | -13.6% | +22.1% | -35.7% | -16.6% |
| YTD | -1.9% | +70.2% | -72.0% | -8.9% |
| 1Y | -0.6% | +76.7% | -77.3% | -8.8% |
| 3Y | -13.6% | +50.5% | -64.1% | -22.2% |
| 5Y | +3.2% | +21.8% | -18.6% | -8.0% |
| 10Y | +79.1% | +811.7% | -732.7% | +15.1% |
| All | +79.1% | +786.9% | -707.8% | +15.1% |
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