+5.8%
PSA vs ENB
+8.3%
-2.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -9.6% | -1.1% | -8.5% | -9.3% |
| 3M | -7.9% | -8.5% | +0.6% | -5.9% |
| 6M | -2.0% | -4.5% | +2.6% | -1.1% |
| YTD | +15.7% | +9.1% | +6.7% | +13.0% |
| 1Y | +5.8% | +8.0% | -2.2% | +2.9% |
| All | +5.8% | +8.3% | -2.6% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling