+69.4%
ENB vs PFGC
+111.7%
-42.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -0.3% | -3.7% | +3.4% | +0.3% |
| 30D | -1.1% | -16.0% | +14.9% | +1.8% |
| 3M | -8.5% | -4.1% | -4.3% | -8.0% |
| 6M | -4.5% | +8.7% | -13.3% | -6.4% |
| YTD | +9.1% | +6.4% | +2.7% | +7.0% |
| 1Y | +8.0% | -8.4% | +16.3% | +8.9% |
| 3Y | +77.8% | +61.8% | +16.1% | +58.1% |
| 5Y | +69.4% | +108.7% | -39.3% | +40.9% |
| All | +69.4% | +111.7% | -42.3% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling