+78.1%
ENB vs PEG
+33.9%
+44.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.5% |
| 7D | -0.5% | +1.0% | -1.5% | -0.8% |
| 30D | -0.2% | -1.9% | +1.7% | +0.4% |
| 3M | -7.5% | -3.7% | -3.8% | -6.2% |
| 6M | -4.1% | -9.4% | +5.3% | -0.9% |
| YTD | +9.8% | -6.0% | +15.8% | +12.1% |
| 1Y | +8.7% | -4.4% | +13.1% | +10.2% |
| All | +78.1% | +33.9% | +44.1% | +51.1% |
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