+11,160.3%
ENB vs PTC
+8,854.1%
+2,306.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -3.7% | +0.8% | -4.5% | -3.7% |
| 30D | +1.7% | +0.7% | +1.0% | +1.7% |
| 3M | -6.3% | +32.6% | -38.9% | -8.8% |
| 6M | -9.2% | +33.6% | -42.8% | -11.8% |
| YTD | +3.1% | +12.4% | -9.3% | +1.3% |
| 1Y | +3.4% | +11.2% | -7.9% | +1.6% |
| 3Y | +68.9% | +31.7% | +37.3% | +62.8% |
| 5Y | +51.7% | +60.1% | -8.3% | +43.3% |
| 10Y | +98.3% | +317.2% | -218.8% | +73.8% |
| All | +11,160.3% | +8,854.1% | +2,306.3% | +8,665.5% |
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