-77.2%
ENPH vs PFG
+109.8%
-187.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.9% |
| 7D | +3.4% | +3.2% | +0.2% | +1.2% |
| 30D | -10.3% | +0.9% | -11.2% | -11.0% |
| 3M | -31.4% | +7.7% | -39.1% | -35.1% |
| 6M | -10.1% | +29.0% | -39.1% | -24.2% |
| YTD | +14.6% | +32.5% | -17.9% | -4.5% |
| 1Y | -3.2% | +47.3% | -50.5% | -24.5% |
| 3Y | -69.5% | +68.2% | -137.7% | -79.0% |
| 5Y | -77.2% | +108.5% | -185.7% | -85.9% |
| All | -77.2% | +109.8% | -187.0% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling