+69.1%
ENB vs PFG
+110.7%
-41.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | -0.5% | +6.0% | -6.5% | -2.1% |
| 30D | -0.2% | +2.2% | -2.4% | -0.9% |
| 3M | -7.5% | +10.4% | -17.9% | -10.2% |
| 6M | -4.1% | +27.8% | -31.9% | -10.8% |
| YTD | +9.8% | +33.6% | -23.8% | +0.4% |
| 1Y | +8.7% | +49.3% | -40.6% | -4.2% |
| 3Y | +79.0% | +69.7% | +9.3% | +47.6% |
| 5Y | +69.1% | +111.3% | -42.3% | +26.2% |
| All | +69.1% | +110.7% | -41.6% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling