+64.7%
ENB vs PTC
+32.2%
+32.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.5% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | +2.2% | +0.8% | +1.4% | +2.2% |
| 3M | -8.1% | +32.1% | -40.2% | -8.3% |
| 6M | -11.2% | +42.6% | -53.8% | -11.4% |
| YTD | +2.0% | +12.0% | -10.0% | +2.6% |
| 1Y | +4.1% | +12.2% | -8.1% | +4.7% |
| 3Y | +64.7% | +31.2% | +33.5% | +52.0% |
| All | +64.7% | +32.2% | +32.6% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling