+376.3%
PSX vs ENB
+94.4%
+281.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +3.0% | +2.1% |
| 7D | +1.5% | -4.6% | +6.1% | +5.1% |
| 30D | +15.8% | -5.2% | +21.0% | +20.5% |
| 3M | +43.0% | -13.4% | +56.4% | +59.2% |
| 6M | +61.1% | -7.8% | +68.9% | +70.4% |
| YTD | +104.5% | +4.9% | +99.6% | +94.8% |
| 1Y | +102.5% | +3.2% | +99.3% | +94.9% |
| 3Y | +133.5% | +71.0% | +62.5% | +45.8% |
| 5Y | +367.0% | +64.0% | +303.0% | +203.0% |
| All | +376.3% | +94.4% | +281.9% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling