+90.4%
ENB vs PEG
+148.3%
-57.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.7% | -3.8% |
| 7D | -4.6% | -0.9% | -3.6% | -4.1% |
| 30D | -5.2% | -2.8% | -2.5% | -4.0% |
| 3M | -13.4% | -6.9% | -6.5% | -10.4% |
| 6M | -7.8% | -11.4% | +3.6% | -2.6% |
| YTD | +4.9% | -7.4% | +12.3% | +8.5% |
| 1Y | +3.2% | -8.3% | +11.5% | +7.0% |
| 3Y | +71.0% | +31.5% | +39.4% | +44.9% |
| 5Y | +64.0% | +38.0% | +26.0% | +34.1% |
| All | +90.4% | +148.3% | -57.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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