+283.2%
PSX vs ENB
+51.1%
+232.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.3% |
| 7D | -8.0% | -3.7% | -4.3% | -5.7% |
| 30D | -9.0% | +1.7% | -10.8% | -10.0% |
| 3M | +24.7% | -6.3% | +31.0% | +30.1% |
| 6M | +49.3% | -9.2% | +58.5% | +58.3% |
| YTD | +100.2% | +3.1% | +97.1% | +93.9% |
| 1Y | +88.8% | +3.4% | +85.5% | +82.5% |
| 3Y | +152.5% | +68.9% | +83.6% | +60.8% |
| 5Y | +283.2% | +51.7% | +231.5% | +175.3% |
| All | +283.2% | +51.1% | +232.1% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling