+713.9%
PH vs ENB
+99.3%
+614.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.4% |
| 7D | +2.1% | -2.4% | +4.5% | +3.7% |
| 30D | +0.3% | +2.5% | -2.2% | -1.4% |
| 3M | -8.8% | -5.8% | -3.0% | -5.7% |
| 6M | +10.0% | -8.5% | +18.5% | +15.2% |
| YTD | +10.5% | +3.9% | +6.6% | +5.6% |
| 1Y | +15.5% | +3.7% | +11.8% | +10.5% |
| 3Y | +136.4% | +70.1% | +66.3% | +59.1% |
| 5Y | +213.6% | +53.2% | +160.4% | +125.0% |
| 10Y | +713.9% | +100.2% | +613.7% | +347.8% |
| All | +713.9% | +99.3% | +614.6% | +347.8% |
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