+250.9%
PM vs ENB
+99.3%
+151.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -6.6% | -2.4% | -4.2% | -5.7% |
| 30D | -3.4% | +2.5% | -5.9% | -4.4% |
| 3M | +5.3% | -5.8% | +11.1% | +7.8% |
| 6M | +15.5% | -8.5% | +24.0% | +19.6% |
| YTD | +24.3% | +3.9% | +20.4% | +21.9% |
| 1Y | +29.7% | +3.7% | +26.0% | +27.3% |
| 3Y | +144.9% | +70.1% | +74.9% | +95.2% |
| 5Y | +159.0% | +53.2% | +105.8% | +112.5% |
| 10Y | +250.9% | +100.2% | +150.7% | +140.6% |
| All | +250.9% | +99.3% | +151.7% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling