+186.4%
PAAS vs ENB
+99.8%
+86.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.4% |
| 7D | +8.8% | -3.7% | +12.5% | +10.6% |
| 30D | -8.5% | +1.7% | -10.2% | -9.3% |
| 3M | -17.0% | -6.3% | -10.7% | -14.9% |
| 6M | -27.9% | -9.2% | -18.7% | -25.4% |
| YTD | -17.5% | +3.1% | -20.6% | -19.7% |
| 1Y | +22.8% | +3.4% | +19.5% | +19.4% |
| 3Y | +224.2% | +68.9% | +155.3% | +155.3% |
| 5Y | +73.6% | +51.7% | +21.9% | +44.0% |
| 10Y | +186.4% | +98.3% | +88.0% | +118.8% |
| All | +186.4% | +99.8% | +86.6% | +118.8% |
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