+49.6%
PFE vs ENB
+99.8%
-50.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -4.7% | -3.7% | -1.0% | -3.7% |
| 30D | +3.4% | +1.7% | +1.6% | +2.9% |
| 3M | +9.2% | -6.3% | +15.5% | +11.1% |
| 6M | +15.8% | -9.2% | +25.0% | +18.6% |
| YTD | +23.4% | +3.1% | +20.3% | +21.5% |
| 1Y | +25.8% | +3.4% | +22.5% | +23.8% |
| 3Y | +17.8% | +68.9% | -51.1% | -0.2% |
| 5Y | -20.2% | +51.7% | -71.9% | -30.8% |
| 10Y | +49.6% | +98.3% | -48.8% | +13.3% |
| All | +49.6% | +99.8% | -50.2% | +13.3% |
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 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