+264.1%
ENPH vs PAYC
+1,328.5%
-1,064.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -8.4% | +4.9% | -13.3% | -10.3% |
| 30D | -11.2% | +4.1% | -15.3% | -12.8% |
| 3M | -36.1% | +11.5% | -47.5% | -39.4% |
| 6M | -37.9% | +85.3% | -123.2% | -55.0% |
| YTD | -18.7% | +57.3% | -75.9% | -37.8% |
| 1Y | -9.8% | +52.6% | -62.4% | -30.0% |
| 3Y | -66.8% | +48.3% | -115.1% | -74.9% |
| 5Y | -89.6% | -47.8% | -41.8% | -87.9% |
| 10Y | +2,186.8% | +515.9% | +1,671.0% | +1,323.0% |
| All | +264.1% | +1,328.5% | -1,064.4% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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