+152.5%
PSX vs ENB
+67.2%
+85.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.5% |
| 7D | -8.0% | -3.7% | -4.3% | -6.5% |
| 30D | -9.0% | +1.7% | -10.8% | -9.6% |
| 3M | +24.7% | -6.3% | +31.0% | +28.0% |
| 6M | +49.3% | -9.2% | +58.5% | +54.9% |
| YTD | +100.2% | +3.1% | +97.1% | +97.7% |
| 1Y | +88.8% | +3.4% | +85.5% | +86.3% |
| 3Y | +152.5% | +68.9% | +83.6% | +83.7% |
| All | +152.5% | +67.2% | +85.3% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling