+812.6%
PH vs ENB
+98.3%
+714.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -10.3% | -1.1% | -9.2% | -9.8% |
| 3M | +5.1% | -8.5% | +13.5% | +10.5% |
| 6M | +2.3% | -4.5% | +6.8% | +4.2% |
| YTD | +8.7% | +9.1% | -0.4% | +1.1% |
| 1Y | +26.8% | +8.0% | +18.8% | +18.5% |
| 3Y | +139.2% | +77.8% | +61.4% | +57.3% |
| 5Y | +251.1% | +69.4% | +181.7% | +136.6% |
| 10Y | +812.6% | +100.5% | +712.1% | +401.9% |
| All | +812.6% | +98.3% | +714.3% | +401.9% |
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 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