+361.6%
PSX vs ENB
+109.5%
+252.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | +7.8% | +3.1% | +4.7% | +5.3% |
| 30D | -10.9% | +2.1% | -13.0% | -12.3% |
| 3M | +14.5% | -4.4% | +18.9% | +18.4% |
| 6M | +56.1% | -10.1% | +66.2% | +68.6% |
| YTD | +109.6% | +5.2% | +104.4% | +99.1% |
| 1Y | +95.5% | +4.2% | +91.3% | +87.0% |
| 3Y | +156.2% | +70.1% | +86.1% | +60.5% |
| 5Y | +310.0% | +59.4% | +250.6% | +170.9% |
| All | +361.6% | +109.5% | +252.2% | +134.6% |
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