+16.2%
ENTG vs PCOR
-43.0%
+59.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.4% | +8.1% |
| 7D | +2.8% | -9.0% | +11.8% | +7.1% |
| 30D | -4.7% | +4.2% | -8.8% | -7.2% |
| 3M | -0.7% | +14.4% | -15.1% | -9.3% |
| 6M | +7.7% | +0.2% | +7.5% | +0.9% |
| YTD | +65.1% | -20.3% | +85.3% | +71.9% |
| 1Y | +74.8% | -16.1% | +90.9% | +76.3% |
| 3Y | +36.9% | -14.7% | +51.6% | +31.9% |
| All | +16.2% | -43.0% | +59.3% | +14.0% |
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