+39.0%
PYPL vs ENTG
+778.5%
-739.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.6% |
| 7D | -5.9% | +5.1% | -11.1% | -7.9% |
| 30D | -9.4% | -8.5% | -0.9% | -6.9% |
| 3M | +31.3% | +6.7% | +24.6% | +20.9% |
| 6M | +19.1% | +17.7% | +1.4% | +2.8% |
| YTD | -7.9% | +63.5% | -71.4% | -31.7% |
| 1Y | -17.9% | +73.6% | -91.5% | -41.8% |
| 3Y | -11.6% | +44.6% | -56.2% | -38.5% |
| 5Y | -81.0% | +16.1% | -97.1% | -86.5% |
| All | +39.0% | +778.5% | -739.5% | -55.3% |
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