-64.0%
ENPH vs PENG
+222.1%
-286.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -7.9% | -0.6% |
| 7D | -10.3% | +1.9% | -12.2% | -11.7% |
| 30D | -10.1% | -37.8% | +27.7% | +1.0% |
| 3M | -33.1% | -14.1% | -19.0% | -33.4% |
| 6M | -24.8% | +13.1% | -37.9% | -32.1% |
| YTD | -11.7% | +151.8% | -163.5% | -37.5% |
| 1Y | -8.2% | +136.0% | -144.2% | -33.9% |
| All | -64.0% | +222.1% | -286.1% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling