+12,304.7%
PCAR vs ENB
+11,039.2%
+1,265.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.5% |
| 7D | +0.1% | -5.2% | +5.3% | +1.9% |
| 30D | -4.6% | +2.2% | -6.7% | -5.3% |
| 3M | -22.6% | -8.1% | -14.5% | -20.4% |
| 6M | -12.0% | -11.2% | -0.8% | -8.7% |
| YTD | -6.1% | +2.0% | -8.1% | -7.4% |
| 1Y | +6.3% | +4.1% | +2.3% | +4.1% |
| 3Y | +31.8% | +64.7% | -33.0% | +9.2% |
| 5Y | +104.2% | +46.6% | +57.6% | +75.2% |
| 10Y | +302.9% | +102.7% | +200.2% | +197.7% |
| All | +12,304.7% | +11,039.2% | +1,265.5% | +5,839.4% |
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