+158.8%
PGR vs ENB
+61.6%
+97.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.0% |
| 7D | -0.6% | -4.7% | +4.0% | +0.8% |
| 30D | +4.9% | -5.9% | +10.8% | +6.8% |
| 3M | +7.6% | -14.2% | +21.9% | +12.6% |
| 6M | +8.3% | -8.6% | +16.8% | +10.9% |
| YTD | +1.7% | +3.9% | -2.2% | -0.4% |
| 1Y | -6.8% | +1.8% | -8.7% | -8.2% |
| 3Y | +73.4% | +68.5% | +5.0% | +44.8% |
| All | +158.8% | +61.6% | +97.2% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling