-76.7%
PCG vs ENB
+99.8%
-176.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -1.1% | -3.7% | +2.6% | +1.0% |
| 30D | +0.1% | +1.7% | -1.6% | -0.9% |
| 3M | -24.4% | -6.3% | -18.1% | -21.9% |
| 6M | -17.7% | -9.2% | -8.5% | -13.5% |
| YTD | -17.4% | +3.1% | -20.5% | -19.2% |
| 1Y | -19.4% | +3.4% | -22.7% | -21.3% |
| 3Y | -18.6% | +68.9% | -87.5% | -39.7% |
| 5Y | +10.2% | +51.7% | -41.5% | -14.2% |
| 10Y | -76.7% | +98.3% | -175.0% | -84.9% |
| All | -76.7% | +99.8% | -176.5% | -84.9% |
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