+28.6%
ENTG vs PCOR
-9.0%
+37.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +8.8% |
| 7D | -7.6% | +22.2% | -29.8% | -15.9% |
| 30D | -15.5% | +36.0% | -51.5% | -26.7% |
| 3M | -7.8% | +34.0% | -41.8% | -20.9% |
| 6M | -5.9% | +43.5% | -49.4% | -23.9% |
| YTD | +66.7% | +5.1% | +61.6% | +51.0% |
| 1Y | +62.1% | -3.9% | +66.0% | +54.6% |
| 3Y | +56.3% | +52.9% | +3.3% | +14.6% |
| 5Y | -3.8% | -18.7% | +14.8% | -20.8% |
| All | +28.6% | -9.0% | +37.6% | +6.8% |
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