+115.7%
ENB vs PR
+147.8%
-32.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.9% |
| 7D | -2.4% | -16.5% | +14.2% | -0.6% |
| 30D | +3.4% | -4.5% | +7.9% | +3.8% |
| 3M | -6.1% | +8.5% | -14.6% | -7.0% |
| 6M | -10.0% | -3.3% | -6.7% | -10.0% |
| YTD | +4.7% | +55.7% | -51.1% | -0.3% |
| 1Y | +7.5% | +82.0% | -74.5% | +0.8% |
| 3Y | +69.1% | +62.5% | +6.7% | +58.3% |
| 5Y | +50.4% | +223.9% | -173.5% | +28.6% |
| 10Y | +108.0% | +64.2% | +43.8% | +71.5% |
| All | +115.7% | +147.8% | -32.1% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling