+70.1%
ENB vs PEG
+36.1%
+34.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +3.1% | +4.5% | -1.4% | +1.6% |
| 30D | +2.1% | +7.5% | -5.4% | -0.4% |
| 3M | -4.4% | +0.8% | -5.3% | -4.8% |
| 6M | -10.1% | 0.0% | -10.1% | -10.1% |
| YTD | +5.2% | -3.0% | +8.2% | +6.1% |
| 1Y | +4.2% | -4.7% | +9.0% | +5.7% |
| 3Y | +70.1% | +36.5% | +33.6% | +47.4% |
| All | +70.1% | +36.1% | +34.0% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling