+11,892.0%
ENB vs PNC
+4,053.5%
+7,838.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.5% | +2.3% | -2.8% | -0.9% |
| 30D | -0.2% | -3.8% | +3.6% | +0.5% |
| 3M | -7.5% | +7.8% | -15.3% | -8.9% |
| 6M | -4.1% | +19.7% | -23.8% | -7.4% |
| YTD | +9.8% | +19.1% | -9.3% | +5.9% |
| 1Y | +8.7% | +23.1% | -14.4% | +4.1% |
| 3Y | +79.0% | +132.1% | -53.1% | +51.0% |
| 5Y | +69.1% | +52.2% | +16.9% | +52.8% |
| 10Y | +96.5% | +271.4% | -174.9% | +51.8% |
| All | +11,892.0% | +4,053.5% | +7,838.5% | +7,569.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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