+1,112.1%
PSX vs ENB
+164.9%
+947.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.7% |
| 7D | +4.5% | -0.2% | +4.8% | +4.7% |
| 30D | +26.6% | -2.2% | +28.8% | +28.5% |
| 3M | +39.3% | -10.5% | +49.8% | +49.8% |
| 6M | +56.8% | -5.1% | +61.9% | +61.7% |
| YTD | +101.8% | +9.0% | +92.9% | +88.8% |
| 1Y | +99.6% | +8.2% | +91.4% | +87.3% |
| 3Y | +140.3% | +67.8% | +72.6% | +62.9% |
| 5Y | +339.3% | +69.4% | +270.0% | +198.6% |
| 10Y | +369.9% | +117.5% | +252.3% | +166.6% |
| All | +1,112.1% | +164.9% | +947.2% | +501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling