+159.0%
PM vs ENTG
-3.4%
+162.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.6% |
| 7D | -6.6% | -9.3% | +2.7% | -6.7% |
| 30D | -3.4% | -16.4% | +12.9% | -3.5% |
| 3M | +5.3% | -3.8% | +9.2% | +5.3% |
| 6M | +15.5% | -6.9% | +22.5% | +15.6% |
| YTD | +24.3% | +65.0% | -40.7% | +22.7% |
| 1Y | +29.7% | +61.7% | -32.0% | +28.1% |
| 3Y | +144.9% | +46.6% | +98.3% | +137.5% |
| 5Y | +159.0% | -2.7% | +161.7% | +145.1% |
| All | +159.0% | -3.4% | +162.4% | +145.1% |
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 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