+764.3%
ENTG vs PFG
+247.4%
+516.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.8% | -4.4% |
| 7D | +5.1% | -3.0% | +8.1% | +6.9% |
| 30D | -8.5% | +2.5% | -11.0% | -10.2% |
| 3M | +6.7% | +6.1% | +0.6% | +1.5% |
| 6M | +17.7% | +31.3% | -13.6% | -1.8% |
| YTD | +63.5% | +33.6% | +29.9% | +34.5% |
| 1Y | +73.6% | +48.5% | +25.1% | +34.3% |
| 3Y | +44.6% | +69.6% | -25.1% | +4.8% |
| 5Y | +16.1% | +111.5% | -95.4% | -24.5% |
| All | +764.3% | +247.4% | +516.8% | +280.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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