+9.4%
ENB vs PNR
-31.2%
+40.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.4% |
| 7D | +0.5% | +11.9% | -11.4% | +0.3% |
| 30D | +6.0% | +37.1% | -31.2% | +5.6% |
| 3M | -7.4% | +5.7% | -13.1% | -7.6% |
| 6M | -8.5% | -5.7% | -2.8% | -8.6% |
| YTD | +6.1% | -29.8% | +35.9% | +6.3% |
| 1Y | +9.4% | -31.8% | +41.2% | +10.1% |
| All | +9.4% | -31.2% | +40.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling