+49.0%
ENTG vs PFGC
+82.3%
-33.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -9.3% | +15.0% | -24.3% | -14.1% |
| 30D | -16.4% | +17.0% | -33.4% | -21.7% |
| 3M | -3.8% | -2.5% | -1.4% | -2.8% |
| 6M | -6.9% | +19.2% | -26.1% | -17.2% |
| YTD | +65.0% | +23.4% | +41.5% | +41.9% |
| 1Y | +61.7% | +13.9% | +47.8% | +46.4% |
| All | +49.0% | +82.3% | -33.3% | -0.2% |
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