+59.3%
ENB vs PENG
+56.5%
+2.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.7% |
| 7D | +3.1% | +13.2% | -10.1% | +2.6% |
| 30D | +2.1% | -29.9% | +32.0% | +3.3% |
| 3M | -4.4% | -22.2% | +17.8% | -4.0% |
| 6M | -10.1% | -1.9% | -8.2% | -11.8% |
| YTD | +5.2% | +142.1% | -136.9% | -2.8% |
| 1Y | +4.2% | +151.5% | -147.3% | -4.0% |
| 3Y | +70.1% | +206.9% | -136.9% | +48.3% |
| All | +59.3% | +56.5% | +2.8% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling