+59.3%
ENB vs PCOR
-11.9%
+71.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +3.1% | +3.0% | +0.1% | +3.0% |
| 30D | +2.1% | +38.7% | -36.6% | +0.4% |
| 3M | -4.4% | +24.9% | -29.3% | -5.6% |
| 6M | -10.1% | +68.8% | -78.8% | -12.7% |
| YTD | +5.2% | +6.7% | -1.5% | +4.6% |
| 1Y | +4.2% | +3.0% | +1.2% | +3.9% |
| 3Y | +70.1% | +48.6% | +21.5% | +61.2% |
| All | +59.3% | -11.9% | +71.2% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling