-23.8%
PCG vs ENB
-4.8%
-19.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.9% |
| 7D | -13.9% | -0.2% | -13.6% | -13.8% |
| 30D | -16.9% | -2.2% | -14.6% | -15.8% |
| 3M | -14.7% | -10.5% | -4.2% | -9.3% |
| 6M | -23.8% | -5.1% | -18.8% | -21.0% |
| All | -23.8% | -4.8% | -19.1% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling