-88.2%
ENPH vs PCOR
-19.6%
-68.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +11.0% | +22.7% | -11.7% | +1.9% |
| 30D | -15.0% | +37.5% | -52.5% | -25.5% |
| 3M | -28.2% | +35.2% | -63.4% | -37.1% |
| 6M | -20.5% | +42.2% | -62.7% | -33.2% |
| YTD | -11.2% | +3.6% | -14.7% | -16.6% |
| 1Y | -8.7% | -4.8% | -3.9% | -10.6% |
| 3Y | -63.6% | +48.3% | -111.9% | -73.9% |
| All | -88.2% | -19.6% | -68.6% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling