+769.3%
ENTG vs PFGC
+351.0%
+418.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.1% |
| 7D | +15.2% | +3.4% | +11.8% | +14.2% |
| 30D | -3.6% | +16.9% | -20.6% | -8.4% |
| 3M | -10.0% | +6.4% | -16.4% | -12.2% |
| 6M | +1.8% | +16.0% | -14.2% | -4.1% |
| YTD | +75.5% | +23.6% | +51.9% | +61.8% |
| 1Y | +82.4% | +16.6% | +65.8% | +70.9% |
| 3Y | +58.5% | +82.3% | -23.8% | +31.4% |
| 5Y | +0.4% | +138.7% | -138.4% | -22.3% |
| All | +769.3% | +351.0% | +418.3% | +479.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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