+3,159.9%
PEP vs ENB
+11,799.4%
-8,639.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -1.1% | -10.5% | +9.4% | +0.8% |
| 6M | -13.5% | -5.1% | -8.4% | -12.8% |
| YTD | -1.2% | +9.0% | -10.1% | -2.8% |
| 1Y | -1.6% | +8.2% | -9.8% | -3.1% |
| 3Y | -12.5% | +67.8% | -80.3% | -20.6% |
| 5Y | +3.0% | +69.4% | -66.3% | -7.0% |
| 10Y | +73.9% | +117.5% | -43.6% | +47.2% |
| All | +3,159.9% | +11,799.4% | -8,639.4% | +1,965.4% |
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