+395.5%
ENPH vs PFG
+556.7%
-161.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | -2.4% | +5.5% | -7.9% | -5.8% |
| 30D | -6.6% | +2.4% | -9.0% | -8.3% |
| 3M | -46.8% | +13.6% | -60.4% | -51.6% |
| 6M | -14.7% | +27.9% | -42.6% | -28.1% |
| YTD | +13.5% | +35.6% | -22.1% | -7.4% |
| 1Y | -0.4% | +48.5% | -48.9% | -23.6% |
| 3Y | -71.7% | +66.9% | -138.6% | -80.4% |
| 5Y | -79.1% | +111.0% | -190.0% | -87.8% |
| 10Y | +1,898.4% | +244.5% | +1,653.9% | +542.4% |
| All | +395.5% | +556.7% | -161.2% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling