+2,164.3%
PPL vs ENB
+11,329.0%
-9,164.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +1.0% | -2.4% | +3.4% | +1.7% |
| 30D | +6.8% | +3.4% | +3.5% | +5.9% |
| 3M | +3.9% | -6.1% | +10.0% | +5.5% |
| 6M | -2.0% | -10.0% | +8.0% | +0.7% |
| YTD | +5.3% | +4.7% | +0.6% | +3.8% |
| 1Y | +2.2% | +7.5% | -5.3% | 0.0% |
| 3Y | +56.7% | +69.1% | -12.4% | +36.1% |
| 5Y | +49.1% | +50.4% | -1.3% | +33.1% |
| 10Y | +63.6% | +108.0% | -44.3% | +31.7% |
| All | +2,164.3% | +11,329.0% | -9,164.7% | +1,178.1% |
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 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