+23,761.0%
PH vs ENB
+11,799.4%
+11,961.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | -3.2% | -2.2% | -1.0% | -2.5% |
| 3M | +10.6% | -10.5% | +21.1% | +15.0% |
| 6M | -2.1% | -5.1% | +2.9% | -0.7% |
| YTD | +10.2% | +9.0% | +1.2% | +5.9% |
| 1Y | +28.2% | +8.2% | +20.0% | +23.4% |
| 3Y | +134.9% | +67.8% | +67.1% | +89.9% |
| 5Y | +253.6% | +69.4% | +184.3% | +185.4% |
| 10Y | +804.7% | +117.5% | +687.2% | +561.8% |
| All | +23,761.0% | +11,799.4% | +11,961.6% | +12,025.0% |
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