-72.6%
ENPH vs PCOR
-33.1%
-39.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.2% | +9.9% | +7.9% |
| 7D | +9.3% | -6.9% | +16.2% | +12.1% |
| 30D | -7.3% | -1.5% | -5.7% | -7.0% |
| 3M | -31.7% | +18.5% | -50.2% | -36.9% |
| 6M | -3.5% | -4.7% | +1.2% | -5.9% |
| YTD | +21.2% | -22.8% | +43.9% | +28.4% |
| 1Y | +0.1% | -20.7% | +20.8% | +4.0% |
| 3Y | -67.7% | -14.6% | -53.1% | -70.0% |
| 5Y | -76.2% | -40.7% | -35.5% | -77.6% |
| All | -72.6% | -33.1% | -39.5% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling