+61.9%
PYPL vs ENB
+94.9%
-33.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | +1.0% | -2.4% | +3.4% | +2.1% |
| 30D | +5.9% | +2.5% | +3.4% | +4.5% |
| 3M | -0.2% | -5.8% | +5.5% | +2.2% |
| 6M | +30.3% | -8.5% | +38.8% | +34.9% |
| YTD | +1.6% | +3.9% | -2.3% | -1.8% |
| 1Y | -10.3% | +3.7% | -14.0% | -13.2% |
| 3Y | +8.5% | +70.1% | -61.5% | -18.9% |
| 5Y | -71.0% | +53.2% | -124.1% | -77.1% |
| 10Y | +46.9% | +100.2% | -53.3% | -3.8% |
| All | +61.9% | +94.9% | -33.0% | +9.9% |
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