+76.6%
PEP vs ENB
+103.5%
-26.9%
-30.3%
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 | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +0.7% | -0.2% | +0.9% | +0.7% |
| 3M | -0.5% | -7.5% | +7.0% | +1.6% |
| 6M | -11.3% | -4.1% | -7.2% | -10.4% |
| YTD | -0.6% | +9.8% | -10.4% | -3.6% |
| 1Y | +1.7% | +8.7% | -7.0% | -1.2% |
| 3Y | -12.5% | +79.0% | -91.5% | -27.3% |
| 5Y | +3.9% | +69.1% | -65.2% | -13.1% |
| 10Y | +76.6% | +96.5% | -19.9% | +34.8% |
| All | +76.6% | +103.5% | -26.9% | +34.8% |
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