+429.0%
ENPH vs PEG
+308.8%
+120.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.0% | +6.4% |
| 7D | +9.3% | +1.0% | +8.2% | +8.8% |
| 30D | -7.3% | -1.9% | -5.4% | -6.5% |
| 3M | -31.7% | -3.7% | -28.1% | -30.8% |
| 6M | -3.5% | -9.4% | +6.0% | +0.3% |
| YTD | +21.2% | -6.0% | +27.1% | +23.1% |
| 1Y | +0.1% | -4.4% | +4.4% | +0.4% |
| 3Y | -67.7% | +33.5% | -101.2% | -72.9% |
| 5Y | -76.2% | +35.7% | -112.0% | -80.4% |
| 10Y | +2,057.2% | +140.4% | +1,916.8% | +1,213.9% |
| All | +429.0% | +308.8% | +120.3% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling