+3,449.8%
PFE vs ENB
+11,281.5%
-7,831.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -3.0% | -1.8% | -1.2% | -2.6% |
| 30D | +5.2% | +2.0% | +3.2% | +4.7% |
| 3M | +12.2% | -5.8% | +18.1% | +13.6% |
| 6M | +17.8% | -9.7% | +27.5% | +20.2% |
| YTD | +26.2% | +4.2% | +22.0% | +24.5% |
| 1Y | +23.2% | +3.2% | +20.0% | +21.8% |
| 3Y | +21.3% | +70.6% | -49.3% | +6.9% |
| 5Y | -23.1% | +55.1% | -78.2% | -31.2% |
| 10Y | +50.7% | +107.6% | -56.9% | +23.1% |
| All | +3,449.8% | +11,281.5% | -7,831.6% | +1,733.1% |
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 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