+803.5%
ENTG vs PFG
+182.5%
+621.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.2% |
| 7D | +22.8% | +0.1% | +22.7% | +22.7% |
| 30D | -4.9% | +5.0% | -9.8% | -7.7% |
| 3M | -4.8% | +0.1% | -4.9% | -5.6% |
| 6M | +5.6% | +13.8% | -8.2% | -4.5% |
| YTD | +82.4% | +31.2% | +51.2% | +51.0% |
| 1Y | +82.9% | +37.1% | +45.8% | +47.8% |
| 3Y | +62.1% | +80.6% | -18.5% | +13.4% |
| 5Y | +4.3% | +93.7% | -89.4% | -29.2% |
| All | +803.5% | +182.5% | +621.0% | +354.6% |
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