+782.9%
ENTG vs PFGC
+292.9%
+490.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +1.2% | -4.8% | +5.9% | +2.6% |
| 30D | -12.9% | -12.5% | -0.3% | -9.6% |
| 3M | -3.1% | -9.7% | +6.7% | -1.1% |
| 6M | +21.0% | +7.0% | +14.0% | +17.3% |
| YTD | +67.0% | +4.5% | +62.5% | +62.6% |
| 1Y | +68.6% | -11.6% | +80.2% | +72.0% |
| 3Y | +48.6% | +58.5% | -9.9% | +29.0% |
| 5Y | +18.6% | +112.6% | -94.0% | -4.4% |
| All | +782.9% | +292.9% | +490.0% | +510.7% |
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