+91.1%
PCG vs ENB
+11,329.0%
-11,237.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | 0.0% | -2.4% | +2.4% | +0.7% |
| 30D | +5.8% | +3.4% | +2.5% | +4.8% |
| 3M | -22.8% | -6.1% | -16.7% | -21.5% |
| 6M | -18.4% | -10.0% | -8.4% | -16.1% |
| YTD | -16.9% | +4.7% | -21.5% | -18.0% |
| 1Y | -17.6% | +7.5% | -25.1% | -19.3% |
| 3Y | -20.0% | +69.1% | -89.1% | -30.6% |
| 5Y | +16.0% | +50.4% | -34.4% | +3.6% |
| 10Y | -76.7% | +108.0% | -184.7% | -81.0% |
| All | +91.1% | +11,329.0% | -11,237.9% | +12.5% |
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