-69.9%
ENPH vs PEG
+32.2%
-102.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.0% |
| 7D | +3.4% | -0.1% | +3.5% | +3.5% |
| 30D | -10.3% | -1.7% | -8.5% | -9.7% |
| 3M | -31.4% | -6.8% | -24.6% | -30.0% |
| 6M | -10.1% | -11.4% | +1.2% | -6.9% |
| YTD | +14.6% | -7.2% | +21.8% | +15.8% |
| 1Y | -3.2% | -6.1% | +2.9% | -3.3% |
| All | -69.9% | +32.2% | -102.1% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling