+54.2%
PPL vs ENB
+116.8%
-62.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | +0.5% | -2.2% | +2.7% | +1.4% |
| 3M | +0.7% | -10.5% | +11.2% | +5.5% |
| 6M | -7.6% | -5.1% | -2.5% | -5.8% |
| YTD | +1.8% | +9.0% | -7.1% | -2.4% |
| 1Y | -0.8% | +8.2% | -9.0% | -4.6% |
| 3Y | +56.9% | +67.8% | -10.9% | +24.1% |
| 5Y | +39.5% | +69.4% | -29.9% | +9.5% |
| All | +54.2% | +116.8% | -62.6% | +5.1% |
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