+51.5%
ENTG vs PFGC
+61.7%
-10.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | +8.9% | -3.7% | +12.6% | +10.7% |
| 30D | -0.8% | -16.0% | +15.1% | +6.7% |
| 3M | +6.6% | -4.1% | +10.7% | +5.7% |
| 6M | +22.1% | +8.7% | +13.4% | +11.9% |
| YTD | +70.2% | +6.4% | +63.8% | +56.4% |
| 1Y | +76.7% | -8.4% | +85.1% | +78.1% |
| All | +51.5% | +61.7% | -10.3% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling