+116.1%
PG vs ENB
+92.6%
+23.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -0.8% | -4.7% | +3.9% | +0.4% |
| 30D | +0.8% | -5.9% | +6.7% | +2.3% |
| 3M | -1.3% | -14.2% | +12.9% | +2.5% |
| 6M | -3.8% | -8.6% | +4.8% | -1.8% |
| YTD | +3.6% | +3.9% | -0.3% | +2.2% |
| 1Y | -5.7% | +1.8% | -7.5% | -6.6% |
| 3Y | +1.6% | +68.5% | -66.9% | -12.2% |
| 5Y | +14.6% | +62.4% | -47.8% | -0.8% |
| All | +116.1% | +92.6% | +23.6% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling