+359.1%
PCAR vs ENB
+103.5%
+255.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | -7.7% | -0.2% | -7.5% | -7.7% |
| 3M | +3.7% | -7.5% | +11.2% | +6.7% |
| 6M | +2.3% | -4.1% | +6.4% | +3.5% |
| YTD | +12.8% | +9.8% | +3.0% | +7.7% |
| 1Y | +27.8% | +8.7% | +19.1% | +22.4% |
| 3Y | +61.8% | +79.0% | -17.2% | +24.2% |
| 5Y | +168.2% | +69.1% | +99.1% | +109.4% |
| 10Y | +359.1% | +96.5% | +262.6% | +214.1% |
| All | +359.1% | +103.5% | +255.6% | +214.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling