+1,269.9%
PAAS vs ENB
+8,278.5%
-7,008.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +6.8% | -2.2% | +9.0% | +7.7% |
| 3M | -2.9% | -10.5% | +7.6% | +1.7% |
| 6M | -16.4% | -5.1% | -11.4% | -15.1% |
| YTD | 0.0% | +9.0% | -8.9% | -4.9% |
| 1Y | +54.3% | +8.2% | +46.1% | +47.1% |
| 3Y | +230.7% | +67.8% | +162.9% | +158.3% |
| 5Y | +111.6% | +69.4% | +42.3% | +65.6% |
| 10Y | +211.7% | +117.5% | +94.2% | +104.8% |
| All | +1,269.9% | +8,278.5% | -7,008.6% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling