+51.4%
PYPL vs ENB
+104.4%
-53.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.6% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -4.9% | -2.2% | -2.7% | -4.0% |
| 3M | +28.9% | -10.5% | +39.4% | +35.4% |
| 6M | +18.2% | -5.1% | +23.3% | +20.5% |
| YTD | -5.0% | +9.0% | -14.0% | -9.9% |
| 1Y | -18.8% | +8.2% | -27.0% | -22.9% |
| 3Y | -12.6% | +67.8% | -80.3% | -34.0% |
| 5Y | -80.8% | +69.4% | -150.2% | -85.5% |
| 10Y | +49.9% | +117.5% | -67.6% | -5.0% |
| All | +51.4% | +104.4% | -53.0% | +0.8% |
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