+8.8%
ENPH vs PEG
-6.2%
+14.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.8% |
| 7D | +26.3% | +1.0% | +25.2% | +26.4% |
| 30D | -5.7% | +6.6% | -12.3% | -4.4% |
| 3M | -24.5% | -3.1% | -21.3% | -26.1% |
| 6M | -3.0% | -7.4% | +4.3% | -7.2% |
| YTD | -1.6% | -6.4% | +4.9% | -4.2% |
| 1Y | +8.8% | -7.4% | +16.2% | +5.1% |
| All | +8.8% | -6.2% | +14.9% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling