-2.7%
ENTG vs PCOR
-17.9%
+15.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -9.3% | +20.7% | -30.0% | -17.4% |
| 30D | -16.4% | +35.7% | -52.0% | -27.9% |
| 3M | -3.8% | +31.1% | -34.9% | -17.3% |
| 6M | -6.9% | +43.1% | -50.1% | -25.5% |
| YTD | +65.0% | +4.8% | +60.1% | +48.9% |
| 1Y | +61.7% | -3.7% | +65.4% | +53.8% |
| 3Y | +46.6% | +46.5% | +0.1% | +6.6% |
| 5Y | -2.7% | -17.3% | +14.6% | -18.2% |
| All | -2.7% | -17.9% | +15.2% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling