-18.3%
PCG vs ENTG
+57.0%
-75.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +5.9% | +2.3% |
| 7D | +2.2% | +15.2% | -13.0% | +1.4% |
| 30D | +0.8% | -3.6% | +4.4% | +0.8% |
| 3M | -23.8% | -10.0% | -13.8% | -23.6% |
| 6M | -19.6% | +1.8% | -21.4% | -20.4% |
| YTD | -16.7% | +75.5% | -92.2% | -21.1% |
| 1Y | -19.4% | +82.4% | -101.8% | -23.9% |
| 3Y | -18.3% | +58.5% | -76.8% | -32.6% |
| All | -18.3% | +57.0% | -75.3% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling