-77.2%
ENPH vs PFGC
+111.7%
-188.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.0% |
| 7D | +3.4% | -3.7% | +7.1% | +4.7% |
| 30D | -10.3% | -16.0% | +5.7% | -4.8% |
| 3M | -31.4% | -4.1% | -27.2% | -30.7% |
| 6M | -10.1% | +8.7% | -18.8% | -13.8% |
| YTD | +14.6% | +6.4% | +8.2% | +8.1% |
| 1Y | -3.2% | -8.4% | +5.2% | -2.3% |
| 3Y | -69.5% | +61.8% | -131.2% | -77.8% |
| 5Y | -77.2% | +108.7% | -186.0% | -86.2% |
| All | -77.2% | +111.7% | -188.9% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling