-71.8%
PYPL vs ENB
+58.6%
-130.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | +0.1% | +3.1% | -3.1% | -1.4% |
| 30D | +5.7% | +2.1% | +3.5% | +4.5% |
| 3M | -1.9% | -4.4% | +2.5% | -0.1% |
| 6M | +31.8% | -10.1% | +41.9% | +38.0% |
| YTD | +2.4% | +5.2% | -2.7% | -2.5% |
| 1Y | -8.2% | +4.2% | -12.5% | -12.3% |
| 3Y | +10.2% | +70.1% | -59.9% | -27.0% |
| All | -71.8% | +58.6% | -130.4% | -80.0% |
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