+11,813.6%
ENB vs PPG
+2,625.9%
+9,187.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.6% |
| 30D | -1.1% | -7.2% | +6.1% | +0.7% |
| 3M | -8.5% | -7.3% | -1.1% | -7.1% |
| 6M | -4.5% | +0.3% | -4.8% | -5.5% |
| YTD | +9.1% | +6.5% | +2.6% | +6.0% |
| 1Y | +8.0% | +0.5% | +7.4% | +6.3% |
| 3Y | +77.8% | -15.3% | +93.1% | +80.6% |
| 5Y | +69.4% | -22.9% | +92.3% | +73.4% |
| 10Y | +100.5% | +28.4% | +72.1% | +77.4% |
| All | +11,813.6% | +2,625.9% | +9,187.7% | +7,146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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