+134.5%
PH vs ENB
+72.2%
+62.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +4.3% | +3.1% | +1.2% | +3.7% |
| 30D | +0.1% | +2.1% | -2.0% | -0.4% |
| 3M | -9.4% | -4.4% | -4.9% | -8.5% |
| 6M | +8.8% | -10.1% | +18.8% | +11.1% |
| YTD | +9.6% | +5.2% | +4.4% | +6.0% |
| 1Y | +14.4% | +4.2% | +10.2% | +11.0% |
| 3Y | +134.5% | +70.1% | +64.4% | +84.1% |
| All | +134.5% | +72.2% | +62.4% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling