+285.6%
ENPH vs PEGA
+243.0%
+42.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | -10.3% | -8.6% | -1.7% | -7.1% |
| 30D | -10.1% | -10.1% | 0.0% | -6.5% |
| 3M | -33.1% | -4.7% | -28.3% | -32.4% |
| 6M | -24.8% | -8.0% | -16.9% | -24.7% |
| YTD | -11.7% | -47.1% | +35.4% | +7.7% |
| 1Y | -8.2% | -47.5% | +39.2% | +12.3% |
| 3Y | -63.7% | +40.2% | -104.0% | -77.0% |
| 5Y | -88.7% | -45.7% | -43.0% | -88.7% |
| 10Y | +2,382.5% | +85.1% | +2,297.4% | +1,208.3% |
| All | +285.6% | +243.0% | +42.5% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling