-78.4%
ENPH vs PCOR
-43.0%
-35.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +1.8% |
| 7D | -2.4% | -9.0% | +6.6% | +1.2% |
| 30D | -6.6% | +4.2% | -10.8% | -8.3% |
| 3M | -46.8% | +14.4% | -61.2% | -50.0% |
| 6M | -14.7% | +0.2% | -14.9% | -18.5% |
| YTD | +13.5% | -20.3% | +33.7% | +19.1% |
| 1Y | -0.4% | -16.1% | +15.7% | +1.3% |
| 3Y | -71.7% | -14.7% | -57.0% | -73.6% |
| All | -78.4% | -43.0% | -35.4% | -79.7% |
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