+8.2%
ENB vs PFG
+51.4%
-43.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.8% |
| 7D | -0.2% | +5.5% | -5.7% | -0.2% |
| 30D | -2.2% | +2.4% | -4.6% | -2.2% |
| 3M | -10.5% | +13.6% | -24.1% | -10.3% |
| 6M | -5.1% | +27.9% | -32.9% | -4.1% |
| YTD | +9.0% | +35.6% | -26.6% | +9.9% |
| 1Y | +8.2% | +48.5% | -40.3% | +8.7% |
| All | +8.2% | +51.4% | -43.2% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling