-1.6%
PEP vs ENTG
+4.3%
-5.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.3% | -11.1% | +1.6% |
| 7D | +1.1% | +7.9% | -6.9% | +2.2% |
| 30D | +13.6% | -3.6% | +17.2% | +13.7% |
| 3M | +5.1% | +2.7% | +2.4% | +6.3% |
| 6M | -1.6% | +3.6% | -5.2% | -0.7% |
| All | -1.6% | +4.3% | -5.9% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling