+253.6%
PH vs ENB
+69.5%
+184.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | -3.2% | -2.2% | -1.0% | -2.2% |
| 3M | +10.6% | -10.5% | +21.1% | +16.5% |
| 6M | -2.1% | -5.1% | +2.9% | -0.4% |
| YTD | +10.2% | +9.0% | +1.2% | +3.3% |
| 1Y | +28.2% | +8.2% | +20.0% | +20.5% |
| 3Y | +134.9% | +67.8% | +67.1% | +63.5% |
| All | +253.6% | +69.5% | +184.1% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling