+11,039.2%
ENB vs PTC
+8,817.5%
+2,221.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | +2.2% | +0.8% | +1.4% | +2.1% |
| 3M | -8.1% | +32.1% | -40.2% | -10.4% |
| 6M | -11.2% | +42.6% | -53.8% | -14.2% |
| YTD | +2.0% | +12.0% | -10.0% | +0.2% |
| 1Y | +4.1% | +12.2% | -8.1% | +2.2% |
| 3Y | +64.7% | +31.2% | +33.5% | +58.9% |
| 5Y | +46.6% | +54.9% | -8.3% | +38.8% |
| 10Y | +102.7% | +343.1% | -240.5% | +77.0% |
| All | +11,039.2% | +8,817.5% | +2,221.7% | +8,573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling