+35.4%
ENTG vs PCOR
-7.6%
+43.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.0% |
| 7D | +15.2% | +3.0% | +12.1% | +13.9% |
| 30D | -3.6% | +38.7% | -42.3% | -17.1% |
| 3M | -10.0% | +24.9% | -34.8% | -20.1% |
| 6M | +1.8% | +68.8% | -67.0% | -23.7% |
| YTD | +75.5% | +6.7% | +68.8% | +58.1% |
| 1Y | +82.4% | +3.0% | +79.4% | +67.8% |
| 3Y | +58.5% | +48.6% | +9.9% | +18.1% |
| 5Y | +0.4% | -12.7% | +13.0% | -18.4% |
| All | +35.4% | -7.6% | +43.0% | +11.8% |
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