+367.3%
PCAR vs ENB
+101.9%
+265.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -6.2% | -2.2% | -4.0% | -5.4% |
| 3M | +5.9% | -10.5% | +16.4% | +10.4% |
| 6M | +0.4% | -5.1% | +5.5% | +2.0% |
| YTD | +14.8% | +9.0% | +5.9% | +10.0% |
| 1Y | +30.1% | +8.2% | +21.9% | +24.9% |
| 3Y | +66.6% | +67.8% | -1.1% | +31.4% |
| 5Y | +166.1% | +69.4% | +96.8% | +107.6% |
| All | +367.3% | +101.9% | +265.4% | +220.7% |
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