+1.8%
ENB vs PFG
+49.5%
-47.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.0% |
| 7D | -4.7% | -0.4% | -4.2% | -4.6% |
| 30D | -5.9% | +2.9% | -8.8% | -5.9% |
| 3M | -14.2% | +6.7% | -21.0% | -14.1% |
| 6M | -8.6% | +33.8% | -42.4% | -7.1% |
| YTD | +3.9% | +35.0% | -31.1% | +4.9% |
| 1Y | +1.8% | +46.4% | -44.6% | +2.3% |
| All | +1.8% | +49.5% | -47.7% | +2.3% |
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