+125.1%
PM vs ENTG
+18.8%
+106.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | -1.3% | +8.9% | -10.2% | -1.3% |
| 30D | -2.6% | -7.2% | +4.7% | -2.6% |
| 3M | +5.8% | +6.4% | -0.6% | +5.6% |
| 6M | +10.6% | +25.7% | -15.1% | +9.7% |
| YTD | +17.2% | +67.9% | -50.7% | +15.6% |
| 1Y | +17.6% | +72.4% | -54.7% | +15.7% |
| 3Y | +124.3% | +48.4% | +75.8% | +117.2% |
| 5Y | +125.1% | +20.1% | +105.0% | +106.9% |
| All | +125.1% | +18.8% | +106.3% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling