+216.6%
PAAS vs ENB
+101.8%
+114.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.2% |
| 7D | +4.2% | -2.4% | +6.6% | +5.2% |
| 30D | -13.8% | +2.5% | -16.3% | -14.8% |
| 3M | -22.7% | -5.8% | -16.9% | -21.0% |
| 6M | -32.1% | -8.5% | -23.6% | -30.0% |
| YTD | -22.3% | +3.9% | -26.2% | -24.6% |
| 1Y | +7.7% | +3.7% | +4.0% | +4.5% |
| 3Y | +214.0% | +70.1% | +144.0% | +147.3% |
| 5Y | +63.2% | +53.2% | +10.0% | +35.1% |
| All | +216.6% | +101.8% | +114.8% | +123.4% |
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