+1,102.3%
PSX vs ENB
+150.6%
+951.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.2% |
| 7D | -8.0% | -3.7% | -4.3% | -5.6% |
| 30D | -9.0% | +1.7% | -10.8% | -10.1% |
| 3M | +24.7% | -6.3% | +31.0% | +30.2% |
| 6M | +49.3% | -9.2% | +58.5% | +58.7% |
| YTD | +100.2% | +3.1% | +97.1% | +94.4% |
| 1Y | +88.8% | +3.4% | +85.5% | +83.0% |
| 3Y | +152.5% | +68.9% | +83.6% | +70.7% |
| 5Y | +283.2% | +51.7% | +231.5% | +180.3% |
| 10Y | +345.8% | +98.3% | +247.5% | +167.9% |
| All | +1,102.3% | +150.6% | +951.6% | +519.5% |
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