-3.4%
PEP vs ENB
+72.2%
-75.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +2.9% | +3.1% | -0.2% | +2.2% |
| 30D | +12.5% | +2.1% | +10.4% | +11.9% |
| 3M | +4.5% | -4.4% | +9.0% | +5.5% |
| 6M | -0.5% | -10.1% | +9.6% | +1.7% |
| YTD | +4.4% | +5.2% | -0.8% | +2.8% |
| 1Y | +4.4% | +4.2% | +0.1% | +2.9% |
| 3Y | -3.4% | +70.1% | -73.5% | -17.3% |
| All | -3.4% | +72.2% | -75.6% | -17.3% |
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