+32.9%
PFE vs ENB
+103.5%
-70.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +3.8% | -0.2% | +4.1% | +3.8% |
| 3M | +10.4% | -7.5% | +17.9% | +12.7% |
| 6M | +6.3% | -4.1% | +10.4% | +7.2% |
| YTD | +17.4% | +9.8% | +7.6% | +13.6% |
| 1Y | +21.1% | +8.7% | +12.4% | +17.5% |
| 3Y | -1.6% | +79.0% | -80.6% | -18.1% |
| 5Y | -22.2% | +69.1% | -91.2% | -34.5% |
| 10Y | +32.9% | +96.5% | -63.6% | +3.1% |
| All | +32.9% | +103.5% | -70.6% | +3.1% |
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