-77.6%
PCG vs ENB
+100.6%
-178.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -0.6% |
| 7D | -1.6% | -5.2% | +3.6% | +1.3% |
| 30D | +1.4% | +2.2% | -0.8% | +0.1% |
| 3M | -23.4% | -8.1% | -15.3% | -20.0% |
| 6M | -19.4% | -11.2% | -8.2% | -14.2% |
| YTD | -18.5% | +2.0% | -20.5% | -19.8% |
| 1Y | -19.5% | +4.1% | -23.6% | -21.7% |
| 3Y | -21.0% | +64.7% | -85.7% | -40.7% |
| 5Y | +13.7% | +46.6% | -32.8% | -9.9% |
| All | -77.6% | +100.6% | -178.2% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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