+763.1%
PM vs ENTG
+2,139.6%
-1,376.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.1% | -2.5% |
| 7D | -4.9% | +2.8% | -7.7% | -5.2% |
| 30D | -3.4% | -4.7% | +1.3% | -3.2% |
| 3M | +5.2% | -0.7% | +5.9% | +3.7% |
| 6M | +3.7% | +7.7% | -4.0% | +0.8% |
| YTD | +15.8% | +65.1% | -49.3% | +7.1% |
| 1Y | +17.4% | +74.8% | -57.4% | +7.0% |
| 3Y | +116.9% | +36.9% | +80.0% | +96.9% |
| 5Y | +117.3% | +16.1% | +101.2% | +94.4% |
| 10Y | +193.8% | +740.3% | -546.6% | +99.4% |
| All | +763.1% | +2,139.6% | -1,376.5% | +458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling