+572.8%
PEP vs ENTG
+1,234.5%
-661.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -1.1% |
| 7D | -1.4% | +2.8% | -4.2% | -1.6% |
| 30D | +0.2% | -4.7% | +4.9% | +0.4% |
| 3M | -1.1% | -0.7% | -0.4% | -2.0% |
| 6M | -13.5% | +7.7% | -21.2% | -15.1% |
| YTD | -1.2% | +65.1% | -66.3% | -6.3% |
| 1Y | -1.6% | +74.8% | -76.3% | -7.5% |
| 3Y | -12.5% | +36.9% | -49.4% | -17.9% |
| 5Y | +3.0% | +16.1% | -13.1% | -4.0% |
| 10Y | +73.9% | +740.3% | -666.4% | +38.1% |
| All | +572.8% | +1,234.5% | -661.7% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling