+211.8%
PM vs ENTG
+786.9%
-575.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | -1.2% | +8.9% | -10.1% | -1.8% |
| 30D | -0.2% | -0.8% | +0.7% | -0.3% |
| 3M | +4.9% | +6.6% | -1.6% | +3.2% |
| 6M | +9.0% | +22.1% | -13.0% | +5.1% |
| YTD | +17.8% | +70.2% | -52.4% | +9.5% |
| 1Y | +16.8% | +76.7% | -59.9% | +7.3% |
| 3Y | +125.4% | +50.5% | +75.0% | +102.6% |
| 5Y | +128.7% | +21.8% | +106.9% | +102.6% |
| 10Y | +211.8% | +811.7% | -599.9% | +93.0% |
| All | +211.8% | +786.9% | -575.0% | +93.0% |
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 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