+53.8%
ENB vs PL
+9.4%
+44.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.1% | +8.7% | -1.0% |
| 7D | -2.4% | -20.5% | +18.2% | -1.5% |
| 30D | +3.4% | -38.8% | +42.1% | +5.2% |
| 3M | -6.1% | -49.1% | +43.0% | -3.8% |
| 6M | -10.0% | -69.4% | +59.3% | -6.5% |
| YTD | +4.7% | -42.3% | +47.0% | +4.8% |
| 1Y | +7.5% | -14.2% | +21.7% | +5.2% |
| 3Y | +69.1% | +398.7% | -329.6% | +42.5% |
| All | +53.8% | +9.4% | +44.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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