+843.8%
PM vs ENB
+442.9%
+400.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.8% |
| 7D | -5.2% | -5.2% | 0.0% | -3.3% |
| 30D | +2.7% | +2.2% | +0.5% | +1.9% |
| 3M | +6.1% | -8.1% | +14.2% | +9.5% |
| 6M | +18.0% | -11.2% | +29.2% | +23.3% |
| YTD | +26.6% | +2.0% | +24.6% | +25.3% |
| 1Y | +36.7% | +4.1% | +32.6% | +34.2% |
| 3Y | +146.0% | +64.7% | +81.3% | +102.2% |
| 5Y | +164.1% | +46.6% | +117.5% | +124.2% |
| 10Y | +238.8% | +102.7% | +136.1% | +144.1% |
| All | +843.8% | +442.9% | +400.8% | +265.3% |
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