+12,611.2%
PCAR vs ENB
+11,329.0%
+1,282.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | +2.2% | -2.4% | +4.5% | +3.0% |
| 30D | -4.4% | +3.4% | -7.8% | -5.5% |
| 3M | -21.4% | -6.1% | -15.3% | -19.8% |
| 6M | -7.3% | -10.0% | +2.7% | -4.3% |
| YTD | -3.8% | +4.7% | -8.4% | -5.9% |
| 1Y | +6.3% | +7.5% | -1.2% | +2.9% |
| 3Y | +34.4% | +69.1% | -34.8% | +10.4% |
| 5Y | +109.2% | +50.4% | +58.8% | +77.9% |
| 10Y | +312.9% | +108.0% | +204.9% | +202.4% |
| All | +12,611.2% | +11,329.0% | +1,282.2% | +5,932.6% |
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