+14.6%
ENTG vs PCOR
-10.0%
+24.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | 0.0% | -12.7% | -12.7% |
| 7D | -22.0% | +23.7% | -45.7% | -29.5% |
| 30D | -25.2% | +39.0% | -64.2% | -35.8% |
| 3M | -14.2% | +35.8% | -50.0% | -26.9% |
| 6M | -16.3% | +38.2% | -54.5% | -31.3% |
| YTD | +48.5% | +3.9% | +44.6% | +35.1% |
| 1Y | +41.4% | +5.7% | +35.7% | +26.7% |
| 3Y | +36.7% | +44.8% | -8.1% | +2.6% |
| 5Y | -12.5% | -19.8% | +7.3% | -27.6% |
| All | +14.6% | -10.0% | +24.6% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling