+88.5%
ENB vs PFGC
+292.9%
-204.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -4.7% | -4.8% | +0.1% | -3.7% |
| 30D | -5.9% | -12.5% | +6.7% | -3.4% |
| 3M | -14.2% | -9.7% | -4.5% | -12.6% |
| 6M | -8.6% | +7.0% | -15.6% | -10.2% |
| YTD | +3.9% | +4.5% | -0.6% | +2.1% |
| 1Y | +1.8% | -11.6% | +13.4% | +3.4% |
| 3Y | +68.5% | +58.5% | +10.0% | +50.0% |
| 5Y | +62.4% | +112.6% | -50.2% | +33.0% |
| All | +88.5% | +292.9% | -204.3% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling