+112.4%
ENB vs PFGC
+346.1%
-233.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +1.4% | +16.1% | -14.8% | -1.8% |
| 3M | -5.2% | +2.4% | -7.6% | -5.9% |
| 6M | -9.9% | +15.7% | -25.6% | -13.0% |
| YTD | +4.7% | +22.3% | -17.6% | -0.6% |
| 1Y | +2.8% | +13.9% | -11.1% | -1.0% |
| 3Y | +71.3% | +80.3% | -9.0% | +48.4% |
| 5Y | +58.6% | +136.1% | -77.5% | +27.1% |
| All | +112.4% | +346.1% | -233.7% | +49.0% |
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