+22,650.5%
PH vs ENB
+11,039.2%
+11,611.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.8% |
| 7D | +2.0% | -5.2% | +7.2% | +4.0% |
| 30D | -3.7% | +2.2% | -5.9% | -4.6% |
| 3M | -14.0% | -8.1% | -6.0% | -11.5% |
| 6M | +2.1% | -11.2% | +13.3% | +6.2% |
| YTD | +5.1% | +2.0% | +3.1% | +3.3% |
| 1Y | +10.9% | +4.1% | +6.9% | +8.2% |
| 3Y | +132.9% | +64.7% | +68.2% | +89.4% |
| 5Y | +200.1% | +46.6% | +153.5% | +155.2% |
| 10Y | +783.8% | +102.7% | +681.1% | +563.3% |
| All | +22,650.5% | +11,039.2% | +11,611.3% | +11,731.5% |
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