+27.3%
ENTG vs PCOR
-30.9%
+58.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.4% | +8.0% |
| 7D | +2.8% | -9.0% | +11.8% | +6.9% |
| 30D | -4.7% | +4.2% | -8.8% | -7.1% |
| 3M | -0.7% | +14.4% | -15.1% | -8.9% |
| 6M | +7.7% | +0.2% | +7.5% | +1.2% |
| YTD | +65.1% | -20.3% | +85.3% | +71.7% |
| 1Y | +74.8% | -16.1% | +90.9% | +76.4% |
| 3Y | +36.9% | -14.7% | +51.6% | +32.6% |
| 5Y | +16.1% | -43.2% | +59.3% | +10.3% |
| All | +27.3% | -30.9% | +58.3% | +21.4% |
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