+836.5%
PM vs ENTG
+2,391.2%
-1,554.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.3% | -10.2% | 0.0% |
| 7D | -7.1% | +7.9% | -15.0% | -7.9% |
| 30D | -2.8% | -3.6% | +0.8% | -2.9% |
| 3M | +6.3% | +2.7% | +3.6% | +5.2% |
| 6M | +9.6% | +3.6% | +6.1% | +7.0% |
| YTD | +25.6% | +83.6% | -58.0% | +14.3% |
| 1Y | +29.7% | +84.9% | -55.2% | +17.7% |
| 3Y | +147.6% | +63.2% | +84.4% | +119.5% |
| 5Y | +160.1% | +4.9% | +155.2% | +135.8% |
| 10Y | +260.9% | +799.3% | -538.4% | +142.3% |
| All | +836.5% | +2,391.2% | -1,554.7% | +495.7% |
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