+1,149.3%
PSX vs ENB
+154.4%
+994.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 3M | +17.2% | -5.2% | +22.4% | +21.3% |
| 6M | +51.8% | -9.9% | +61.7% | +62.2% |
| YTD | +108.0% | +4.7% | +103.4% | +99.9% |
| 1Y | +96.1% | +2.8% | +93.4% | +90.9% |
| 3Y | +155.9% | +71.3% | +84.6% | +71.4% |
| 5Y | +306.9% | +58.6% | +248.3% | +188.9% |
| 10Y | +364.5% | +108.5% | +256.1% | +171.9% |
| All | +1,149.3% | +154.4% | +994.9% | +537.3% |
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 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