+108.4%
ENB vs PENG
+520.3%
-412.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -23.0% | +21.6% | +0.6% |
| 7D | -2.4% | -36.7% | +34.3% | +1.0% |
| 30D | +3.4% | -42.0% | +45.4% | +7.3% |
| 3M | -6.1% | -33.2% | +27.1% | -4.1% |
| 6M | -10.0% | +2.1% | -12.2% | -13.8% |
| YTD | +4.7% | +90.3% | -85.6% | -6.6% |
| 1Y | +7.5% | +67.7% | -60.2% | -2.9% |
| 3Y | +69.1% | +154.2% | -85.1% | +39.4% |
| 5Y | +50.4% | +28.3% | +22.1% | +28.3% |
| All | +108.4% | +520.3% | -412.0% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling