+96.5%
ENB vs PTC
+204.7%
-108.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +2.0% |
| 7D | -0.5% | -12.8% | +12.3% | +2.6% |
| 30D | -0.2% | -9.8% | +9.6% | +1.9% |
| 3M | -7.5% | -2.1% | -5.4% | -7.9% |
| 6M | -4.1% | -18.1% | +14.0% | -0.6% |
| YTD | +9.8% | -23.5% | +33.3% | +15.5% |
| 1Y | +8.7% | -37.4% | +46.0% | +20.1% |
| 3Y | +79.0% | -7.2% | +86.2% | +72.5% |
| 5Y | +69.1% | +2.7% | +66.4% | +54.3% |
| 10Y | +96.5% | +203.4% | -106.9% | +15.9% |
| All | +96.5% | +204.7% | -108.2% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling