-67.7%
ENPH vs PEGA
+48.1%
-115.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.2% | +10.9% | +7.1% |
| 7D | +9.3% | -2.4% | +11.7% | +9.4% |
| 30D | -7.3% | +9.6% | -16.9% | -8.0% |
| 3M | -31.7% | +2.3% | -34.1% | -32.0% |
| 6M | -3.5% | -23.9% | +20.4% | -1.6% |
| YTD | +21.2% | -39.8% | +60.9% | +26.2% |
| 1Y | +0.1% | -37.4% | +37.5% | +3.8% |
| 3Y | -67.7% | +53.1% | -120.8% | -74.1% |
| All | -67.7% | +48.1% | -115.8% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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