+0.1%
ENPH vs PENG
+106.3%
-106.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.1% |
| 7D | +9.3% | +7.8% | +1.5% | +6.0% |
| 30D | -7.3% | -12.2% | +4.9% | -3.2% |
| 3M | -31.7% | -20.6% | -11.1% | -28.4% |
| 6M | -3.5% | +180.9% | -184.4% | -32.1% |
| YTD | +21.2% | +162.3% | -141.1% | -14.1% |
| 1Y | +0.1% | +107.3% | -107.2% | -26.0% |
| All | +0.1% | +106.3% | -106.2% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling