+668.5%
PBR vs ENB
+94.4%
+574.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +5.8% |
| 7D | +4.2% | -4.6% | +8.8% | +8.7% |
| 30D | +22.7% | -5.2% | +27.9% | +28.6% |
| 3M | +21.5% | -13.4% | +34.9% | +38.4% |
| 6M | +24.0% | -7.8% | +31.8% | +32.6% |
| YTD | +88.2% | +4.9% | +83.4% | +77.5% |
| 1Y | +74.8% | +3.2% | +71.6% | +66.9% |
| 3Y | +105.1% | +71.0% | +34.1% | +16.3% |
| 5Y | +572.2% | +64.0% | +508.3% | +287.1% |
| All | +668.5% | +94.4% | +574.1% | +308.7% |
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