+1,747.8%
PLD vs ENB
+3,585.5%
-1,837.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -2.4% | -2.2% | -0.2% | -1.5% |
| 3M | -3.8% | -10.5% | +6.7% | +1.1% |
| 6M | 0.0% | -5.1% | +5.1% | +2.1% |
| YTD | +9.2% | +9.0% | +0.3% | +4.5% |
| 1Y | +25.9% | +8.2% | +17.7% | +20.7% |
| 3Y | +21.3% | +67.8% | -46.5% | -5.5% |
| 5Y | +14.1% | +69.4% | -55.2% | -11.7% |
| 10Y | +237.9% | +117.5% | +120.3% | +120.9% |
| All | +1,747.8% | +3,585.5% | -1,837.7% | +551.6% |
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