+2,186.8%
ENPH vs PFGC
+351.0%
+1,835.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.0% |
| 7D | -8.4% | +3.4% | -11.8% | -9.4% |
| 30D | -11.2% | +16.9% | -28.1% | -15.7% |
| 3M | -36.1% | +6.4% | -42.5% | -37.6% |
| 6M | -37.9% | +16.0% | -53.9% | -41.4% |
| YTD | -18.7% | +23.6% | -42.3% | -26.2% |
| 1Y | -9.8% | +16.6% | -26.4% | -16.6% |
| 3Y | -66.8% | +82.3% | -149.1% | -74.2% |
| 5Y | -89.6% | +138.7% | -228.4% | -92.7% |
| All | +2,186.8% | +351.0% | +1,835.8% | +1,189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling