+883.0%
ENPH vs PFGC
+419.1%
+463.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.4% | -2.2% | -0.2% | -1.6% |
| 30D | -6.6% | -11.9% | +5.3% | -2.7% |
| 3M | -46.8% | +5.0% | -51.8% | -48.0% |
| 6M | -14.7% | +8.6% | -23.3% | -17.8% |
| YTD | +13.5% | +9.7% | +3.8% | +7.2% |
| 1Y | -0.4% | -6.3% | +5.9% | -0.7% |
| 3Y | -71.7% | +58.2% | -130.0% | -77.1% |
| 5Y | -79.1% | +110.4% | -189.5% | -84.8% |
| 10Y | +1,898.4% | +272.8% | +1,625.6% | +973.7% |
| All | +883.0% | +419.1% | +463.9% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling