-22.1%
PYPL vs ENB
+8.3%
-30.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.0% |
| 7D | -4.3% | -0.3% | -4.0% | -4.4% |
| 30D | -11.5% | -1.1% | -10.4% | -11.5% |
| 3M | +26.1% | -8.5% | +34.6% | +24.9% |
| 6M | +13.7% | -4.5% | +18.2% | +13.9% |
| YTD | -9.8% | +9.1% | -18.9% | -3.9% |
| 1Y | -22.1% | +8.0% | -30.0% | -16.5% |
| All | -22.1% | +8.3% | -30.4% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling