+16.4%
PCG vs ENB
+50.3%
-33.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.5% |
| 7D | 0.0% | -2.4% | +2.4% | +1.3% |
| 30D | +5.8% | +3.4% | +2.5% | +3.8% |
| 3M | -22.8% | -6.1% | -16.7% | -20.2% |
| 6M | -18.4% | -10.0% | -8.4% | -13.7% |
| YTD | -16.9% | +4.7% | -21.5% | -19.4% |
| 1Y | -17.6% | +7.5% | -25.1% | -21.4% |
| 3Y | -20.0% | +69.1% | -89.1% | -41.3% |
| All | +16.4% | +50.3% | -33.9% | -4.4% |
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 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