-80.0%
ENPH vs PCOR
-7.7%
-72.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.8% |
| 7D | -10.3% | +2.5% | -12.8% | -11.1% |
| 30D | -10.1% | +37.9% | -48.0% | -20.7% |
| 3M | -33.1% | +32.0% | -65.1% | -40.4% |
| 6M | -24.8% | +54.7% | -79.6% | -38.3% |
| YTD | -11.7% | +6.6% | -18.3% | -17.8% |
| 1Y | -8.2% | -1.7% | -6.5% | -11.3% |
| 3Y | -63.7% | +49.0% | -112.7% | -73.1% |
| 5Y | -88.7% | -12.5% | -76.2% | -90.7% |
| All | -80.0% | -7.7% | -72.3% | -84.1% |
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