+272.5%
PM vs ENB
+109.5%
+163.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +0.5% | +3.1% | -2.6% | -0.7% |
| 30D | -3.2% | +2.1% | -5.3% | -4.0% |
| 3M | +6.2% | -4.4% | +10.7% | +8.1% |
| 6M | +7.7% | -10.1% | +17.7% | +12.2% |
| YTD | +27.3% | +5.2% | +22.1% | +24.2% |
| 1Y | +32.8% | +4.2% | +28.5% | +30.1% |
| 3Y | +150.0% | +70.1% | +79.9% | +99.3% |
| 5Y | +164.2% | +59.4% | +104.8% | +113.4% |
| All | +272.5% | +109.5% | +163.0% | +150.1% |
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