+361.6%
PSX vs ENTG
+757.2%
-395.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.5% | +1.5% |
| 7D | +7.8% | +15.2% | -7.4% | +4.6% |
| 30D | -10.9% | -3.6% | -7.3% | -10.9% |
| 3M | +14.5% | -10.0% | +24.4% | +15.4% |
| 6M | +56.1% | +1.8% | +54.3% | +48.4% |
| YTD | +109.6% | +75.5% | +34.1% | +69.3% |
| 1Y | +95.5% | +82.4% | +13.1% | +55.9% |
| 3Y | +156.2% | +58.5% | +97.7% | +99.3% |
| 5Y | +310.0% | +0.4% | +309.6% | +242.7% |
| All | +361.6% | +757.2% | -395.6% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling