+158.8%
PGR vs ENTG
+16.8%
+141.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.7% |
| 7D | -0.6% | +1.2% | -1.8% | -0.6% |
| 30D | +4.9% | -12.9% | +17.8% | +4.8% |
| 3M | +7.6% | -3.1% | +10.7% | +7.5% |
| 6M | +8.3% | +21.0% | -12.8% | +7.7% |
| YTD | +1.7% | +67.0% | -65.3% | +0.3% |
| 1Y | -6.8% | +68.6% | -75.5% | -8.4% |
| 3Y | +73.4% | +48.6% | +24.8% | +67.2% |
| All | +158.8% | +16.8% | +141.9% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling