+11,892.0%
ENB vs PNR
+3,553.7%
+8,338.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.3% |
| 7D | -0.5% | -3.0% | +2.6% | +0.1% |
| 30D | -0.2% | -14.9% | +14.7% | +3.0% |
| 3M | -7.5% | -19.0% | +11.5% | -4.0% |
| 6M | -4.1% | -35.9% | +31.8% | +4.1% |
| YTD | +9.8% | -43.1% | +53.0% | +21.8% |
| 1Y | +8.7% | -46.4% | +55.1% | +21.9% |
| 3Y | +79.0% | -10.8% | +89.8% | +77.7% |
| 5Y | +69.1% | -18.9% | +87.9% | +68.5% |
| 10Y | +96.5% | +64.4% | +32.1% | +66.1% |
| All | +11,892.0% | +3,553.7% | +8,338.3% | +8,028.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling