+69.7%
ENB vs PENG
+115.2%
-45.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.1% |
| 7D | -0.2% | +4.5% | -4.8% | -0.4% |
| 30D | -2.2% | -7.1% | +4.9% | -2.0% |
| 3M | -10.5% | -27.3% | +16.8% | -9.9% |
| 6M | -5.1% | +169.6% | -174.6% | -12.0% |
| YTD | +9.0% | +164.6% | -155.7% | +0.9% |
| 1Y | +8.2% | +109.5% | -101.3% | +1.5% |
| 3Y | +67.8% | +98.9% | -31.2% | +52.9% |
| All | +69.7% | +115.2% | -45.5% | +46.0% |
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