-64.0%
ENPH vs PEGA
+41.6%
-105.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -10.3% | -8.6% | -1.7% | -9.7% |
| 30D | -10.1% | -10.1% | 0.0% | -9.5% |
| 3M | -33.1% | -4.7% | -28.3% | -32.9% |
| 6M | -24.8% | -8.0% | -16.9% | -24.6% |
| YTD | -11.7% | -47.1% | +35.4% | -7.9% |
| 1Y | -8.2% | -47.5% | +39.2% | -4.3% |
| All | -64.0% | +41.6% | -105.6% | -72.1% |
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