+9.3%
PCG vs ENB
+58.6%
-49.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +2.2% | +3.1% | -1.0% | +0.4% |
| 30D | +0.8% | +2.1% | -1.4% | -0.5% |
| 3M | -23.8% | -4.4% | -19.4% | -22.0% |
| 6M | -19.6% | -10.1% | -9.6% | -14.9% |
| YTD | -16.7% | +5.2% | -21.9% | -19.5% |
| 1Y | -19.4% | +4.2% | -23.6% | -21.7% |
| 3Y | -18.3% | +70.1% | -88.4% | -40.3% |
| All | +9.3% | +58.6% | -49.3% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling