-89.4%
ENPH vs PENG
+66.2%
-155.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.9% |
| 7D | -7.6% | +34.6% | -42.2% | -16.0% |
| 30D | -16.4% | -35.9% | +19.5% | -6.7% |
| 3M | -34.3% | -14.7% | -19.6% | -34.5% |
| 6M | -28.5% | +13.5% | -42.1% | -36.1% |
| YTD | -16.4% | +156.1% | -172.6% | -42.9% |
| 1Y | -12.8% | +141.3% | -154.1% | -39.4% |
| 3Y | -65.7% | +223.4% | -289.1% | -80.2% |
| 5Y | -89.4% | +67.4% | -156.7% | -92.4% |
| All | -89.4% | +66.2% | -155.5% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling