+17.5%
ENTG vs PCOR
-10.3%
+27.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | -17.1% | +22.7% | -39.8% | -24.8% |
| 30D | -23.0% | +37.5% | -60.5% | -33.6% |
| 3M | -10.2% | +35.2% | -45.4% | -23.3% |
| 6M | -17.8% | +42.2% | -60.0% | -33.3% |
| YTD | +52.4% | +3.6% | +48.8% | +38.8% |
| 1Y | +49.8% | -4.8% | +54.5% | +43.1% |
| 3Y | +42.1% | +48.3% | -6.2% | +5.4% |
| 5Y | -10.2% | -20.1% | +9.8% | -25.6% |
| All | +17.5% | -10.3% | +27.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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