+48.5%
PFE vs ENB
+108.4%
-59.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +3.1% | +1.4% | +1.7% | +2.7% |
| 3M | +11.2% | -5.2% | +16.4% | +12.7% |
| 6M | +15.0% | -9.9% | +25.0% | +18.1% |
| YTD | +23.5% | +4.7% | +18.9% | +21.1% |
| 1Y | +18.9% | +2.8% | +16.1% | +17.2% |
| 3Y | +18.7% | +71.3% | -52.6% | +0.2% |
| 5Y | -24.0% | +58.6% | -82.6% | -34.9% |
| All | +48.5% | +108.4% | -59.9% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling