+357.1%
PSX vs ENB
+102.5%
+254.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +2.9% |
| 7D | -0.4% | -1.8% | +1.4% | +1.1% |
| 30D | -8.1% | +2.0% | -10.1% | -9.5% |
| 3M | +15.9% | -5.8% | +21.7% | +21.2% |
| 6M | +49.4% | -9.7% | +59.1% | +60.7% |
| YTD | +104.7% | +4.2% | +100.4% | +95.8% |
| 1Y | +89.1% | +3.2% | +85.9% | +82.2% |
| 3Y | +151.7% | +70.6% | +81.1% | +57.3% |
| 5Y | +298.3% | +55.1% | +243.2% | +169.1% |
| 10Y | +357.1% | +107.6% | +249.5% | +137.0% |
| All | +357.1% | +102.5% | +254.6% | +137.0% |
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