+255.2%
ENPH vs PFG
+539.1%
-283.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | -8.4% | +2.4% | -10.8% | -9.8% |
| 30D | -11.2% | +5.9% | -17.0% | -14.2% |
| 3M | -36.1% | -0.4% | -35.6% | -36.1% |
| 6M | -37.9% | +14.8% | -52.8% | -43.9% |
| YTD | -18.7% | +31.9% | -50.6% | -32.6% |
| 1Y | -9.8% | +38.8% | -48.6% | -27.7% |
| 3Y | -66.8% | +82.4% | -149.2% | -78.4% |
| 5Y | -89.6% | +94.7% | -184.3% | -93.6% |
| 10Y | +2,186.8% | +187.0% | +1,999.9% | +779.1% |
| All | +255.2% | +539.1% | -283.9% | -50.2% |
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