+2,090.3%
ENB vs PFG
+1,015.3%
+1,075.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.5% |
| 7D | -0.2% | +5.5% | -5.7% | -1.5% |
| 30D | -2.2% | +2.4% | -4.6% | -2.8% |
| 3M | -10.5% | +13.6% | -24.1% | -13.2% |
| 6M | -5.1% | +27.9% | -32.9% | -10.4% |
| YTD | +9.0% | +35.6% | -26.6% | +1.2% |
| 1Y | +8.2% | +48.5% | -40.3% | -1.7% |
| 3Y | +67.8% | +66.9% | +0.9% | +46.9% |
| 5Y | +69.4% | +111.0% | -41.6% | +39.5% |
| 10Y | +117.5% | +244.5% | -127.0% | +56.3% |
| All | +2,090.3% | +1,015.3% | +1,075.0% | +1,060.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling