-2.7%
ENTG vs PFG
+102.7%
-105.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.5% |
| 7D | -9.3% | +3.0% | -12.2% | -11.2% |
| 30D | -16.4% | +8.2% | -24.5% | -21.5% |
| 3M | -3.8% | +2.7% | -6.5% | -6.8% |
| 6M | -6.9% | +17.2% | -24.1% | -21.2% |
| YTD | +65.0% | +34.8% | +30.2% | +23.2% |
| 1Y | +61.7% | +43.6% | +18.1% | +14.5% |
| 3Y | +46.6% | +85.4% | -38.8% | -15.5% |
| 5Y | -2.7% | +102.2% | -104.9% | -47.8% |
| All | -2.7% | +102.7% | -105.4% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling