+67.2%
ENB vs PCOR
-10.3%
+77.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -5.2% | +22.7% | -27.9% | -6.2% |
| 30D | +2.2% | +37.5% | -35.3% | +0.5% |
| 3M | -8.1% | +35.2% | -43.2% | -9.6% |
| 6M | -11.2% | +42.2% | -53.4% | -13.0% |
| YTD | +2.0% | +3.6% | -1.6% | +1.5% |
| 1Y | +4.1% | -4.8% | +8.8% | +4.1% |
| 3Y | +64.7% | +48.3% | +16.4% | +56.3% |
| 5Y | +46.6% | -20.1% | +66.6% | +40.2% |
| All | +67.2% | -10.3% | +77.6% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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