+88.7%
ENB vs PL
+84.9%
+3.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -0.2% | -9.3% | +9.1% | +0.1% |
| 30D | -2.2% | -18.9% | +16.7% | -1.5% |
| 3M | -10.5% | -58.4% | +47.9% | -7.7% |
| 6M | -5.1% | -30.3% | +25.2% | -4.9% |
| YTD | +9.0% | -8.1% | +17.1% | +7.4% |
| 1Y | +8.2% | +180.5% | -172.3% | -0.3% |
| 3Y | +67.8% | +444.1% | -376.4% | +42.5% |
| 5Y | +69.4% | +83.0% | -13.7% | +51.7% |
| All | +88.7% | +84.9% | +3.8% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling