+713.3%
ENB vs PSKY
-42.2%
+755.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.5% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -2.2% | +24.0% | -26.2% | -6.2% |
| 3M | -10.5% | +2.2% | -12.7% | -11.2% |
| 6M | -5.1% | -9.0% | +3.9% | -4.4% |
| YTD | +9.0% | -18.1% | +27.1% | +11.1% |
| 1Y | +8.2% | -25.1% | +33.3% | +11.0% |
| 3Y | +67.8% | -16.3% | +84.1% | +57.8% |
| 5Y | +69.4% | -70.4% | +139.7% | +88.9% |
| 10Y | +117.5% | -74.2% | +191.7% | +115.9% |
| All | +713.3% | -42.2% | +755.5% | +469.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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