+70.9%
PFE vs ENTG
+1,248.1%
-1,177.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.4% | -10.0% | -1.6% |
| 7D | -4.7% | -7.6% | +2.9% | -4.0% |
| 30D | +3.4% | -15.5% | +18.8% | +4.8% |
| 3M | +9.2% | -7.8% | +17.1% | +9.2% |
| 6M | +15.8% | -5.9% | +21.7% | +13.9% |
| YTD | +23.4% | +66.7% | -43.3% | +12.3% |
| 1Y | +25.8% | +62.1% | -36.3% | +14.7% |
| 3Y | +17.8% | +56.3% | -38.4% | +4.6% |
| 5Y | -20.2% | -3.8% | -16.4% | -27.3% |
| 10Y | +49.6% | +770.1% | -720.5% | -0.4% |
| All | +70.9% | +1,248.1% | -1,177.2% | -11.4% |
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