+78.7%
ENB vs PCOR
-30.9%
+109.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.6% |
| 7D | -0.2% | -9.0% | +8.7% | +0.2% |
| 30D | -2.2% | +4.2% | -6.4% | -2.5% |
| 3M | -10.5% | +14.4% | -24.9% | -11.3% |
| 6M | -5.1% | +0.2% | -5.2% | -5.4% |
| YTD | +9.0% | -20.3% | +29.2% | +9.9% |
| 1Y | +8.2% | -16.1% | +24.3% | +8.6% |
| 3Y | +67.8% | -14.7% | +82.5% | +65.5% |
| 5Y | +69.4% | -43.2% | +112.5% | +64.5% |
| All | +78.7% | -30.9% | +109.6% | +73.0% |
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