+763.1%
PM vs ENB
+480.0%
+283.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -3.4% | -2.2% | -1.2% | -2.6% |
| 3M | +5.2% | -10.5% | +15.7% | +9.6% |
| 6M | +3.7% | -5.1% | +8.8% | +5.7% |
| YTD | +15.8% | +9.0% | +6.8% | +11.8% |
| 1Y | +17.4% | +8.2% | +9.2% | +13.6% |
| 3Y | +116.9% | +67.8% | +49.2% | +76.9% |
| 5Y | +117.3% | +69.4% | +47.9% | +74.7% |
| 10Y | +193.8% | +117.5% | +76.2% | +105.8% |
| All | +763.1% | +480.0% | +283.2% | +226.0% |
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