+21.0%
PFE vs ENB
+69.7%
-48.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -1.7% | +1.7% | -3.4% | -2.1% |
| 30D | +0.3% | +0.7% | -0.3% | +0.2% |
| 3M | +9.4% | -5.8% | +15.2% | +10.8% |
| 6M | +14.9% | -11.3% | +26.2% | +17.9% |
| YTD | +23.8% | +3.7% | +20.1% | +20.7% |
| 1Y | +19.5% | +2.8% | +16.8% | +16.9% |
| 3Y | +21.0% | +67.7% | -46.6% | +0.2% |
| All | +21.0% | +69.7% | -48.7% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling