+150.4%
ENB vs PFGC
+419.1%
-268.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | -2.2% | -11.9% | +9.7% | +0.2% |
| 3M | -10.5% | +5.0% | -15.5% | -11.6% |
| 6M | -5.1% | +8.6% | -13.7% | -7.0% |
| YTD | +9.0% | +9.7% | -0.7% | +6.1% |
| 1Y | +8.2% | -6.3% | +14.5% | +8.6% |
| 3Y | +67.8% | +58.2% | +9.5% | +49.6% |
| 5Y | +69.4% | +110.4% | -41.1% | +39.2% |
| 10Y | +117.5% | +272.8% | -155.2% | +52.0% |
| All | +150.4% | +419.1% | -268.7% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling