+79.0%
ENB vs PFG
+71.3%
+7.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -0.5% | +6.0% | -6.5% | -1.5% |
| 30D | -0.2% | +2.2% | -2.4% | -0.6% |
| 3M | -7.5% | +10.4% | -17.9% | -9.2% |
| 6M | -4.1% | +27.8% | -31.9% | -8.3% |
| YTD | +9.8% | +33.6% | -23.8% | +3.7% |
| 1Y | +8.7% | +49.3% | -40.6% | -0.1% |
| 3Y | +79.0% | +69.7% | +9.3% | +54.9% |
| All | +79.0% | +71.3% | +7.7% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling