+51.7%
ENB vs PR
+219.1%
-167.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.3% |
| 7D | -3.7% | -12.4% | +8.7% | -1.6% |
| 30D | +1.7% | -6.6% | +8.3% | +2.7% |
| 3M | -6.3% | +7.5% | -13.8% | -7.7% |
| 6M | -9.2% | +10.8% | -20.0% | -11.1% |
| YTD | +3.1% | +57.0% | -53.9% | -5.0% |
| 1Y | +3.4% | +67.9% | -64.6% | -5.8% |
| 3Y | +68.9% | +87.6% | -18.7% | +46.9% |
| 5Y | +51.7% | +220.4% | -168.7% | +15.2% |
| All | +51.7% | +219.1% | -167.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling