+198.6%
PM vs ENB
+103.5%
+95.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | -2.6% | -0.2% | -2.3% | -2.5% |
| 3M | +5.8% | -7.5% | +13.3% | +9.2% |
| 6M | +10.6% | -4.1% | +14.7% | +12.3% |
| YTD | +17.2% | +9.8% | +7.4% | +12.4% |
| 1Y | +17.6% | +8.7% | +8.9% | +13.3% |
| 3Y | +124.3% | +79.0% | +45.3% | +74.9% |
| 5Y | +125.1% | +69.1% | +56.0% | +77.3% |
| 10Y | +198.6% | +96.5% | +102.1% | +109.4% |
| All | +198.6% | +103.5% | +95.1% | +109.4% |
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