+94.0%
PSX vs ENB
+2.6%
+91.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | -10.2% | +1.4% | -11.6% | -10.7% |
| 3M | +17.2% | -5.2% | +22.4% | +19.7% |
| 6M | +51.8% | -9.9% | +61.7% | +57.9% |
| YTD | +108.0% | +4.7% | +103.4% | +107.7% |
| All | +94.0% | +2.6% | +91.4% | +93.8% |
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