+60.2%
PPL vs ENB
+100.6%
-40.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.5% |
| 7D | +0.4% | -5.2% | +5.6% | +2.7% |
| 30D | +5.4% | +2.2% | +3.3% | +4.4% |
| 3M | +4.3% | -8.1% | +12.3% | +8.0% |
| 6M | -1.3% | -11.2% | +9.8% | +3.6% |
| YTD | +4.7% | +2.0% | +2.7% | +3.2% |
| 1Y | +1.3% | +4.1% | -2.8% | -1.1% |
| 3Y | +57.2% | +64.7% | -7.5% | +25.4% |
| 5Y | +48.2% | +46.6% | +1.7% | +23.4% |
| All | +60.2% | +100.6% | -40.4% | +11.7% |
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