+124.3%
PM vs ENTG
+47.4%
+76.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.3% |
| 7D | -1.3% | +8.9% | -10.2% | -0.9% |
| 30D | -2.6% | -7.2% | +4.7% | -2.8% |
| 3M | +5.8% | +6.4% | -0.6% | +6.4% |
| 6M | +10.6% | +25.7% | -15.1% | +11.5% |
| YTD | +17.2% | +67.9% | -50.7% | +19.5% |
| 1Y | +17.6% | +72.4% | -54.7% | +20.0% |
| 3Y | +124.3% | +48.4% | +75.8% | +118.1% |
| All | +124.3% | +47.4% | +76.8% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling