+287.1%
PCAR vs ENTG
+757.2%
-470.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +1.2% |
| 7D | +4.9% | +15.2% | -10.2% | +1.4% |
| 30D | -1.4% | -3.6% | +2.2% | -1.7% |
| 3M | -18.1% | -10.0% | -8.2% | -17.6% |
| 6M | -4.0% | +1.8% | -5.8% | -8.7% |
| YTD | -1.5% | +75.5% | -77.0% | -19.9% |
| 1Y | +13.2% | +82.4% | -69.2% | -9.2% |
| 3Y | +35.8% | +58.5% | -22.7% | +6.7% |
| 5Y | +114.6% | +0.4% | +114.3% | +81.9% |
| All | +287.1% | +757.2% | -470.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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