+4.7%
PEP vs ENB
+69.5%
-64.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +0.2% | -2.2% | +2.5% | +0.8% |
| 3M | -1.1% | -10.5% | +9.4% | +1.6% |
| 6M | -13.5% | -5.1% | -8.4% | -12.5% |
| YTD | -1.2% | +9.0% | -10.1% | -3.6% |
| 1Y | -1.6% | +8.2% | -9.8% | -3.9% |
| 3Y | -12.5% | +67.8% | -80.3% | -24.9% |
| All | +4.7% | +69.5% | -64.8% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling