+1,663.4%
PLD vs ENB
+3,425.1%
-1,761.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -1.0% | -1.8% | +0.8% | -0.2% |
| 30D | -1.8% | +2.0% | -3.9% | -2.8% |
| 3M | -6.0% | -5.8% | -0.2% | -3.5% |
| 6M | -8.4% | -9.7% | +1.3% | -4.2% |
| YTD | +4.2% | +4.2% | 0.0% | +1.7% |
| 1Y | +6.2% | +3.2% | +3.0% | +4.0% |
| 3Y | +37.0% | +70.6% | -33.6% | +5.9% |
| 5Y | +1.2% | +55.1% | -54.0% | -18.5% |
| 10Y | +272.2% | +107.6% | +164.6% | +149.0% |
| All | +1,663.4% | +3,425.1% | -1,761.7% | +534.3% |
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