+26.6%
PSA vs ENB
+55.5%
-28.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +15.6% | +1.4% | +14.2% | +14.8% |
| 3M | +4.1% | -5.2% | +9.3% | +6.4% |
| 6M | +9.2% | -9.9% | +19.1% | +14.1% |
| YTD | +32.3% | +4.7% | +27.7% | +28.1% |
| 1Y | +26.2% | +2.8% | +23.4% | +23.2% |
| 3Y | +53.7% | +71.3% | -17.6% | +14.8% |
| 5Y | +26.6% | +58.6% | -32.0% | +3.3% |
| All | +26.6% | +55.5% | -28.9% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling