-16.5%
PCG vs ENTG
+1,131.8%
-1,148.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.3% |
| 7D | -1.6% | -17.1% | +15.5% | +0.4% |
| 30D | +1.4% | -23.0% | +24.4% | +4.1% |
| 3M | -23.4% | -10.2% | -13.2% | -23.0% |
| 6M | -19.4% | -17.8% | -1.6% | -19.2% |
| YTD | -18.5% | +52.4% | -70.9% | -24.8% |
| 1Y | -19.5% | +49.8% | -69.3% | -25.8% |
| 3Y | -21.0% | +42.1% | -63.1% | -29.0% |
| 5Y | +13.7% | -10.2% | +24.0% | +5.1% |
| 10Y | -77.2% | +756.0% | -833.1% | -83.6% |
| All | -16.5% | +1,131.8% | -1,148.3% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling