+99.6%
PSX vs ENB
+7.5%
+92.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +4.5% | -0.2% | +4.8% | +4.6% |
| 30D | +26.6% | -2.2% | +28.8% | +27.6% |
| 3M | +39.3% | -10.5% | +49.8% | +44.8% |
| 6M | +56.8% | -5.1% | +61.9% | +59.5% |
| YTD | +101.8% | +9.0% | +92.9% | +100.3% |
| 1Y | +99.6% | +8.2% | +91.4% | +98.2% |
| All | +99.6% | +7.5% | +92.1% | +98.2% |
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