+3,800.0%
ENPH vs PENG
+597.2%
+3,202.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.4% | -14.1% | -5.5% |
| 7D | +11.0% | -19.4% | +30.4% | +16.8% |
| 30D | -15.0% | -42.4% | +27.4% | -2.2% |
| 3M | -28.2% | -25.6% | -2.6% | -25.2% |
| 6M | -20.5% | +7.3% | -27.8% | -27.5% |
| YTD | -11.2% | +113.9% | -125.0% | -35.8% |
| 1Y | -8.7% | +93.6% | -102.2% | -32.0% |
| 3Y | -63.6% | +170.2% | -233.8% | -77.5% |
| 5Y | -88.0% | +44.2% | -132.2% | -91.7% |
| All | +3,800.0% | +597.2% | +3,202.8% | +1,844.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling