+821.1%
PM vs ENB
+448.8%
+372.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -7.3% | -3.7% | -3.6% | -6.0% |
| 30D | -4.0% | +1.7% | -5.7% | -4.6% |
| 3M | +2.7% | -6.3% | +9.0% | +5.2% |
| 6M | +14.9% | -9.2% | +24.0% | +19.0% |
| YTD | +23.5% | +3.1% | +20.4% | +21.7% |
| 1Y | +30.4% | +3.4% | +27.0% | +28.3% |
| 3Y | +143.2% | +68.9% | +74.3% | +98.0% |
| 5Y | +159.5% | +51.7% | +107.8% | +117.4% |
| 10Y | +234.7% | +98.3% | +136.3% | +142.8% |
| All | +821.1% | +448.8% | +372.2% | +255.0% |
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