+3,280.0%
PFE vs ENB
+11,799.4%
-8,519.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +10.2% | -2.2% | +12.5% | +10.7% |
| 3M | +12.7% | -10.5% | +23.2% | +15.3% |
| 6M | +10.5% | -5.1% | +15.6% | +11.6% |
| YTD | +20.2% | +9.0% | +11.2% | +17.5% |
| 1Y | +24.1% | +8.2% | +15.9% | +21.4% |
| 3Y | -3.6% | +67.8% | -71.3% | -14.7% |
| 5Y | -20.9% | +69.4% | -90.2% | -30.5% |
| 10Y | +35.8% | +117.5% | -81.7% | +9.8% |
| All | +3,280.0% | +11,799.4% | -8,519.4% | +1,629.4% |
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