+395.5%
ENPH vs PHM
+1,474.9%
-1,079.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -0.6% |
| 30D | -6.6% | -6.4% | -0.2% | -3.2% |
| 3M | -46.8% | +5.5% | -52.3% | -48.7% |
| 6M | -14.7% | -5.4% | -9.3% | -13.0% |
| YTD | +13.5% | +6.6% | +6.9% | +8.1% |
| 1Y | -0.4% | -8.8% | +8.4% | +2.9% |
| 3Y | -71.7% | +54.1% | -125.9% | -78.1% |
| 5Y | -79.1% | +144.5% | -223.6% | -87.6% |
| 10Y | +1,898.4% | +569.4% | +1,328.9% | +549.0% |
| All | +395.5% | +1,474.9% | -1,079.4% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling