+65.7%
PPL vs ENB
+108.4%
-42.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +1.7% | +1.4% | +0.3% | +1.0% |
| 3M | +0.1% | -5.2% | +5.3% | +2.3% |
| 6M | -1.5% | -9.9% | +8.4% | +2.8% |
| YTD | +3.0% | +4.7% | -1.7% | +0.3% |
| 1Y | -1.4% | +2.8% | -4.2% | -3.2% |
| 3Y | +53.5% | +71.3% | -17.8% | +20.3% |
| 5Y | +46.4% | +58.6% | -12.2% | +17.9% |
| All | +65.7% | +108.4% | -42.7% | +11.8% |
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