-79.9%
ENPH vs PCOR
-10.3%
-69.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +11.0% | +22.7% | -11.7% | +2.3% |
| 30D | -15.0% | +37.5% | -52.5% | -25.0% |
| 3M | -28.2% | +35.2% | -63.4% | -36.7% |
| 6M | -20.5% | +42.2% | -62.7% | -32.6% |
| YTD | -11.2% | +3.6% | -14.7% | -16.4% |
| 1Y | -8.7% | -4.8% | -3.9% | -10.6% |
| 3Y | -63.6% | +48.3% | -111.9% | -73.1% |
| 5Y | -88.0% | -20.1% | -68.0% | -90.0% |
| All | -79.9% | -10.3% | -69.6% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling