+1,919.4%
ENPH vs PHM
+568.1%
+1,351.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.3% |
| 7D | -0.1% | -5.0% | +4.9% | +2.6% |
| 30D | -10.8% | -8.4% | -2.4% | -6.6% |
| 3M | -33.8% | -4.4% | -29.4% | -32.8% |
| 6M | -16.1% | -3.7% | -12.4% | -15.3% |
| YTD | +13.4% | +1.3% | +12.1% | +10.7% |
| 1Y | -2.6% | -14.0% | +11.4% | +3.8% |
| 3Y | -70.3% | +48.1% | -118.4% | -76.6% |
| 5Y | -77.0% | +158.8% | -235.8% | -86.9% |
| All | +1,919.4% | +568.1% | +1,351.3% | +589.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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