+15,648.0%
PSA vs ENB
+11,329.0%
+4,319.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +15.6% | +1.4% | +14.2% | +15.2% |
| 3M | +4.1% | -5.2% | +9.3% | +5.4% |
| 6M | +9.2% | -9.9% | +19.1% | +11.9% |
| YTD | +32.3% | +4.7% | +27.7% | +30.4% |
| 1Y | +26.2% | +2.8% | +23.4% | +24.9% |
| 3Y | +53.7% | +71.3% | -17.6% | +33.7% |
| 5Y | +26.6% | +58.6% | -32.0% | +12.0% |
| 10Y | +132.8% | +108.5% | +24.4% | +86.5% |
| All | +15,648.0% | +11,329.0% | +4,319.0% | +7,900.3% |
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 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