+24,016.6%
PH vs ENB
+11,281.5%
+12,735.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +6.9% | -1.8% | +8.7% | +7.6% |
| 30D | +1.7% | +2.0% | -0.4% | +0.8% |
| 3M | -8.1% | -5.8% | -2.3% | -6.2% |
| 6M | +11.5% | -9.7% | +21.2% | +15.3% |
| YTD | +11.4% | +4.2% | +7.2% | +8.6% |
| 1Y | +14.1% | +3.2% | +10.9% | +11.6% |
| 3Y | +138.2% | +70.6% | +67.7% | +91.2% |
| 5Y | +216.0% | +55.1% | +160.8% | +163.3% |
| 10Y | +710.0% | +107.6% | +602.4% | +502.8% |
| All | +24,016.6% | +11,281.5% | +12,735.1% | +12,342.8% |
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 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