+11,799.4%
ENB vs PTC
+6,346.6%
+5,452.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | -0.4% |
| 7D | -0.2% | -10.3% | +10.0% | +0.6% |
| 30D | -2.2% | +1.1% | -3.4% | -2.4% |
| 3M | -10.5% | +1.6% | -12.1% | -10.9% |
| 6M | -5.1% | -13.5% | +8.4% | -4.3% |
| YTD | +9.0% | -19.1% | +28.0% | +10.3% |
| 1Y | +8.2% | -33.9% | +42.1% | +11.2% |
| 3Y | +67.8% | -3.9% | +71.7% | +66.4% |
| 5Y | +69.4% | +6.0% | +63.3% | +65.7% |
| 10Y | +117.5% | +223.7% | -106.2% | +95.4% |
| All | +11,799.4% | +6,346.6% | +5,452.7% | +9,441.4% |
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