+107.6%
ENB vs PFG
+189.4%
-81.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -1.8% | -2.2% | +0.4% | -1.0% |
| 30D | +2.0% | +6.4% | -4.3% | -0.5% |
| 3M | -5.8% | +2.2% | -8.1% | -7.0% |
| 6M | -9.7% | +16.3% | -25.9% | -15.3% |
| YTD | +4.2% | +33.2% | -29.0% | -8.0% |
| 1Y | +3.2% | +40.6% | -37.4% | -10.9% |
| 3Y | +70.6% | +83.3% | -12.8% | +28.4% |
| 5Y | +55.1% | +97.7% | -42.6% | +10.1% |
| 10Y | +107.6% | +189.9% | -82.3% | +7.9% |
| All | +107.6% | +189.4% | -81.8% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling