+103.1%
ENB vs PENG
+597.2%
-494.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.4% | -14.9% | -3.6% |
| 7D | -5.2% | -19.4% | +14.3% | -3.9% |
| 30D | +2.2% | -42.4% | +44.6% | +6.2% |
| 3M | -8.1% | -25.6% | +17.6% | -7.0% |
| 6M | -11.2% | +7.3% | -18.5% | -15.1% |
| YTD | +2.0% | +113.9% | -111.9% | -9.9% |
| 1Y | +4.1% | +93.6% | -89.5% | -7.3% |
| 3Y | +64.7% | +170.2% | -105.5% | +35.3% |
| 5Y | +46.6% | +44.2% | +2.4% | +23.8% |
| All | +103.1% | +597.2% | -494.1% | +40.3% |
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