+188.9%
PAAS vs ENB
+100.6%
+88.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.6% |
| 7D | +8.4% | -5.2% | +13.6% | +10.9% |
| 30D | -7.2% | +2.2% | -9.3% | -8.2% |
| 3M | -14.0% | -8.1% | -6.0% | -11.1% |
| 6M | -26.8% | -11.2% | -15.6% | -23.5% |
| YTD | -19.8% | +2.0% | -21.8% | -21.6% |
| 1Y | +22.8% | +4.1% | +18.8% | +19.0% |
| 3Y | +183.6% | +64.7% | +118.9% | +125.8% |
| 5Y | +73.8% | +46.6% | +27.2% | +45.9% |
| All | +188.9% | +100.6% | +88.3% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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