+378.1%
PSX vs ENTG
+797.5%
-419.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.5% |
| 30D | +15.6% | -12.9% | +28.5% | +18.6% |
| 3M | +46.5% | -3.1% | +49.5% | +43.3% |
| 6M | +55.0% | +21.0% | +34.0% | +40.8% |
| YTD | +105.3% | +67.0% | +38.3% | +69.5% |
| 1Y | +101.6% | +68.6% | +33.0% | +63.9% |
| 3Y | +134.1% | +48.6% | +85.5% | +86.2% |
| 5Y | +368.7% | +18.6% | +350.1% | +268.1% |
| All | +378.1% | +797.5% | -419.4% | +103.6% |
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