+3,391.6%
PFE vs ENB
+11,039.2%
-7,647.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.1% |
| 7D | -3.7% | -5.2% | +1.5% | -2.6% |
| 30D | +5.0% | +2.2% | +2.8% | +4.5% |
| 3M | +12.2% | -8.1% | +20.2% | +14.2% |
| 6M | +14.6% | -11.2% | +25.8% | +17.4% |
| YTD | +24.1% | +2.0% | +22.1% | +23.1% |
| 1Y | +26.6% | +4.1% | +22.5% | +24.9% |
| 3Y | +14.3% | +64.7% | -50.4% | +1.5% |
| 5Y | -21.9% | +46.6% | -68.5% | -29.2% |
| 10Y | +62.6% | +102.7% | -40.0% | +33.5% |
| All | +3,391.6% | +11,039.2% | -7,647.5% | +1,711.9% |
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