+575.8%
PBR vs ENB
+109.5%
+466.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.9% |
| 7D | -1.0% | +3.1% | -4.1% | -3.8% |
| 30D | -29.3% | +2.1% | -31.4% | -30.7% |
| 3M | +5.5% | -4.4% | +10.0% | +9.6% |
| 6M | -2.9% | -10.1% | +7.2% | +6.4% |
| YTD | +61.5% | +5.2% | +56.3% | +51.8% |
| 1Y | +46.9% | +4.2% | +42.6% | +39.0% |
| 3Y | +66.4% | +70.1% | -3.6% | -4.5% |
| 5Y | +460.3% | +59.4% | +400.9% | +234.1% |
| All | +575.8% | +109.5% | +466.3% | +206.7% |
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