-76.7%
ENPH vs PEG
+35.4%
-112.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +1.5% | -0.9% | +2.4% | +1.9% |
| 30D | -12.9% | -2.8% | -10.1% | -11.9% |
| 3M | -27.1% | -6.9% | -20.2% | -25.2% |
| 6M | -15.4% | -11.4% | -4.0% | -11.8% |
| YTD | +15.0% | -7.4% | +22.4% | +17.0% |
| 1Y | -0.7% | -8.3% | +7.6% | +1.1% |
| 3Y | -69.3% | +31.5% | -100.9% | -75.1% |
| 5Y | -76.7% | +38.0% | -114.7% | -80.6% |
| All | -76.7% | +35.4% | -112.1% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling