-13.1%
PEP vs ENB
+79.0%
-92.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +0.2% | -2.2% | +2.5% | +0.7% |
| 3M | -1.1% | -10.5% | +9.4% | +1.4% |
| 6M | -13.5% | -5.1% | -8.4% | -12.6% |
| YTD | -1.2% | +9.0% | -10.1% | -3.5% |
| 1Y | -1.6% | +8.2% | -9.8% | -3.8% |
| All | -13.1% | +79.0% | -92.1% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling