+105.3%
ENB vs PENG
+661.7%
-556.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.3% | -8.2% | +0.3% |
| 7D | -3.7% | -3.8% | +0.1% | -3.8% |
| 30D | +1.7% | -40.1% | +41.8% | +5.4% |
| 3M | -6.3% | -21.8% | +15.5% | -5.6% |
| 6M | -9.2% | +3.3% | -12.5% | -12.7% |
| YTD | +3.1% | +133.6% | -130.5% | -9.6% |
| 1Y | +3.4% | +110.7% | -107.3% | -8.6% |
| 3Y | +68.9% | +204.3% | -135.3% | +37.2% |
| 5Y | +51.7% | +54.4% | -2.7% | +27.5% |
| All | +105.3% | +661.7% | -556.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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