+105.7%
PCG vs ENB
+11,799.4%
-11,693.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -13.9% | -0.2% | -13.6% | -13.8% |
| 30D | -16.9% | -2.2% | -14.6% | -16.4% |
| 3M | -14.7% | -10.5% | -4.2% | -12.1% |
| 6M | -23.8% | -5.1% | -18.8% | -22.8% |
| YTD | -10.5% | +9.0% | -19.5% | -12.6% |
| 1Y | -5.1% | +8.2% | -13.3% | -7.2% |
| 3Y | -11.6% | +67.8% | -79.4% | -23.2% |
| 5Y | +59.0% | +69.4% | -10.4% | +37.9% |
| 10Y | -75.7% | +117.5% | -193.3% | -80.4% |
| All | +105.7% | +11,799.4% | -11,693.6% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling