+3,981.9%
PG vs ENB
+11,892.0%
-7,910.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -0.4% | -0.5% | 0.0% | -0.4% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | +1.1% | -7.5% | +8.6% | +2.4% |
| 6M | -3.8% | -4.1% | +0.3% | -3.2% |
| YTD | +3.8% | +9.8% | -6.0% | +2.0% |
| 1Y | -5.8% | +8.7% | -14.4% | -7.3% |
| 3Y | +3.0% | +79.0% | -76.0% | -7.3% |
| 5Y | +14.5% | +69.1% | -54.6% | +3.5% |
| 10Y | +117.8% | +96.5% | +21.3% | +87.0% |
| All | +3,981.9% | +11,892.0% | -7,910.1% | +2,384.8% |
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