+0.6%
PLD vs ENB
+50.3%
-49.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -1.4% |
| 7D | +0.4% | -2.4% | +2.8% | +1.8% |
| 30D | -0.1% | +3.4% | -3.5% | -2.0% |
| 3M | -7.9% | -6.1% | -1.8% | -4.8% |
| 6M | -7.0% | -10.0% | +3.1% | -1.6% |
| YTD | +3.1% | +4.7% | -1.6% | -0.8% |
| 1Y | +7.1% | +7.5% | -0.4% | +1.2% |
| 3Y | +32.9% | +69.1% | -36.2% | -7.2% |
| All | +0.6% | +50.3% | -49.7% | -21.2% |
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