+367.0%
PSX vs ENTG
+15.6%
+351.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.4% |
| 7D | +1.5% | +5.1% | -3.6% | +0.8% |
| 30D | +15.8% | -8.5% | +24.4% | +16.9% |
| 3M | +43.0% | +6.7% | +36.3% | +38.6% |
| 6M | +61.1% | +17.7% | +43.4% | +51.4% |
| YTD | +104.5% | +63.5% | +41.1% | +79.0% |
| 1Y | +102.5% | +73.6% | +28.9% | +73.6% |
| 3Y | +133.5% | +44.6% | +88.9% | +99.2% |
| 5Y | +367.0% | +16.1% | +350.8% | +317.7% |
| All | +367.0% | +15.6% | +351.4% | +317.7% |
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 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