+11,799.4%
ENB vs PEG
+2,907.1%
+8,892.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -2.2% | -2.4% | +0.2% | -1.5% |
| 3M | -10.5% | -4.8% | -5.7% | -9.1% |
| 6M | -5.1% | -10.7% | +5.6% | -1.8% |
| YTD | +9.0% | -6.7% | +15.6% | +11.2% |
| 1Y | +8.2% | -6.8% | +15.1% | +10.3% |
| 3Y | +67.8% | +34.5% | +33.3% | +51.4% |
| 5Y | +69.4% | +35.8% | +33.6% | +51.9% |
| 10Y | +117.5% | +141.7% | -24.2% | +64.5% |
| All | +11,799.4% | +2,907.1% | +8,892.3% | +6,539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling