-84.0%
ENPH vs PL
+45.6%
-129.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.8% |
| 7D | -9.1% | +5.6% | -14.8% | -10.7% |
| 30D | -15.8% | -16.9% | +1.2% | -12.6% |
| 3M | -32.5% | -38.2% | +5.8% | -25.3% |
| 6M | -24.2% | -63.4% | +39.3% | -5.5% |
| YTD | -13.8% | -27.6% | +13.9% | -11.2% |
| 1Y | -15.8% | +6.6% | -22.4% | -22.2% |
| 3Y | -64.6% | +557.6% | -622.2% | -84.4% |
| 5Y | -88.1% | +39.5% | -127.6% | -92.3% |
| All | -84.0% | +45.6% | -129.6% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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