+56.5%
PPL vs ENB
+67.2%
-10.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -1.2% | -3.7% | +2.4% | +0.5% |
| 30D | +4.2% | +1.7% | +2.5% | +3.4% |
| 3M | +1.5% | -6.3% | +7.8% | +4.5% |
| 6M | +1.0% | -9.2% | +10.2% | +5.5% |
| YTD | +4.4% | +3.1% | +1.3% | +1.4% |
| 1Y | +0.8% | +3.4% | -2.6% | -2.3% |
| 3Y | +56.5% | +68.9% | -12.5% | +19.0% |
| All | +56.5% | +67.2% | -10.8% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling