+2,003.7%
ENB vs PFG
+979.8%
+1,023.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +1.4% | +5.0% | -3.6% | +0.2% |
| 3M | -5.2% | +0.1% | -5.2% | -5.4% |
| 6M | -9.9% | +13.8% | -23.7% | -12.8% |
| YTD | +4.7% | +31.2% | -26.6% | -2.2% |
| 1Y | +2.8% | +37.1% | -34.3% | -5.0% |
| 3Y | +71.3% | +80.6% | -9.3% | +47.2% |
| 5Y | +58.6% | +93.7% | -35.1% | +33.0% |
| 10Y | +108.5% | +185.5% | -77.1% | +55.0% |
| All | +2,003.7% | +979.8% | +1,023.9% | +1,021.7% |
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