+21.8%
ENTG vs PFG
+109.8%
-88.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.1% |
| 7D | +8.9% | +3.2% | +5.7% | +5.7% |
| 30D | -0.8% | +0.9% | -1.8% | -2.0% |
| 3M | +6.6% | +7.7% | -1.2% | -1.9% |
| 6M | +22.1% | +29.0% | -6.9% | -3.7% |
| YTD | +70.2% | +32.5% | +37.7% | +30.3% |
| 1Y | +76.7% | +47.3% | +29.4% | +23.9% |
| 3Y | +50.5% | +68.2% | -17.8% | -4.9% |
| 5Y | +21.8% | +108.5% | -86.7% | -32.2% |
| All | +21.8% | +109.8% | -88.0% | -32.2% |
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