+70.3%
ENB vs PCOR
-9.2%
+79.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -2.4% | +20.7% | -23.1% | -3.3% |
| 30D | +2.5% | +35.7% | -33.2% | +0.9% |
| 3M | -5.8% | +31.1% | -36.8% | -7.2% |
| 6M | -8.5% | +43.1% | -51.6% | -10.4% |
| YTD | +3.9% | +4.8% | -0.9% | +3.3% |
| 1Y | +3.7% | -3.7% | +7.4% | +3.7% |
| 3Y | +70.1% | +46.5% | +23.5% | +61.7% |
| 5Y | +53.2% | -17.3% | +70.5% | +46.3% |
| All | +70.3% | -9.2% | +79.6% | +62.5% |
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