+71.6%
ENB vs PCOR
-10.0%
+81.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | +23.7% | -26.0% | -3.4% |
| 30D | +3.4% | +39.0% | -35.6% | +1.6% |
| 3M | -6.1% | +35.8% | -41.9% | -7.7% |
| 6M | -10.0% | +38.2% | -48.3% | -11.8% |
| YTD | +4.7% | +3.9% | +0.7% | +4.1% |
| 1Y | +7.5% | +5.7% | +1.8% | +6.8% |
| 3Y | +69.1% | +44.8% | +24.4% | +60.8% |
| 5Y | +50.4% | -19.8% | +70.2% | +43.8% |
| All | +71.6% | -10.0% | +81.6% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling