+16.8%
PM vs ENTG
+75.0%
-58.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.6% |
| 7D | -1.2% | +8.9% | -10.1% | -0.4% |
| 30D | -0.2% | -0.8% | +0.7% | -0.1% |
| 3M | +4.9% | +6.6% | -1.6% | +6.2% |
| 6M | +9.0% | +22.1% | -13.0% | +10.8% |
| YTD | +17.8% | +70.2% | -52.4% | +25.5% |
| 1Y | +16.8% | +76.7% | -59.9% | +26.0% |
| All | +16.8% | +75.0% | -58.2% | +26.0% |
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