+5,219.2%
ENPH vs PENG
+755.0%
+4,464.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.0% |
| 7D | +9.3% | +7.8% | +1.5% | +6.6% |
| 30D | -7.3% | -12.2% | +4.9% | -3.9% |
| 3M | -31.7% | -20.6% | -11.1% | -28.6% |
| 6M | -3.5% | +180.9% | -184.4% | -32.4% |
| YTD | +21.2% | +162.3% | -141.1% | -14.0% |
| 1Y | +0.1% | +107.3% | -107.2% | -24.1% |
| 3Y | -67.7% | +110.8% | -178.5% | -78.6% |
| 5Y | -76.2% | +117.8% | -194.1% | -84.9% |
| All | +5,219.2% | +755.0% | +4,464.2% | +2,505.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling