+124.6%
ENB vs PR
+169.5%
-44.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -0.2% | +2.9% | -3.1% | -0.5% |
| 30D | -2.2% | +18.0% | -20.3% | -3.9% |
| 3M | -10.5% | +16.9% | -27.4% | -12.0% |
| 6M | -5.1% | +28.2% | -33.3% | -7.6% |
| YTD | +9.0% | +69.3% | -60.4% | +3.0% |
| 1Y | +8.2% | +69.5% | -61.3% | +2.2% |
| 3Y | +67.8% | +81.7% | -13.9% | +55.3% |
| 5Y | +69.4% | +422.2% | -352.9% | +38.8% |
| 10Y | +117.5% | +110.4% | +7.2% | +79.0% |
| All | +124.6% | +169.5% | -44.9% | +95.7% |
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