+411.1%
PWR vs ENTG
-0.3%
+411.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.6% |
| 7D | +11.3% | +15.2% | -3.9% | +6.0% |
| 30D | -8.9% | -3.6% | -5.2% | -7.7% |
| 3M | -10.5% | -10.0% | -0.6% | -7.7% |
| 6M | -22.2% | +1.8% | -24.0% | -24.4% |
| YTD | +42.7% | +75.5% | -32.8% | +14.4% |
| 1Y | +41.1% | +82.4% | -41.3% | +11.3% |
| 3Y | +242.7% | +58.5% | +184.2% | +170.0% |
| All | +411.1% | -0.3% | +411.4% | +383.9% |
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