-68.2%
ENPH vs PFG
+68.9%
-137.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.4% | +8.2% | +7.6% |
| 7D | +9.3% | +6.0% | +3.3% | +5.4% |
| 30D | -7.3% | +2.2% | -9.5% | -8.6% |
| 3M | -31.7% | +10.4% | -42.1% | -36.3% |
| 6M | -3.5% | +27.8% | -31.3% | -18.0% |
| YTD | +21.2% | +33.6% | -12.5% | +0.8% |
| 1Y | +0.1% | +49.3% | -49.2% | -22.0% |
| All | -68.2% | +68.9% | -137.1% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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