+0.7%
PEP vs ENTG
+72.6%
-72.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.7% |
| 7D | +0.1% | +8.9% | -8.8% | +0.8% |
| 30D | +0.7% | -7.2% | +7.9% | +0.2% |
| 3M | -0.5% | +6.4% | -6.9% | +0.3% |
| 6M | -11.3% | +25.7% | -37.0% | -9.6% |
| YTD | -0.6% | +67.9% | -68.5% | +5.0% |
| All | +0.7% | +72.6% | -72.0% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling