-89.3%
ENPH vs PL
+31.5%
-120.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.5% |
| 7D | -8.4% | +10.0% | -18.5% | -10.6% |
| 30D | -11.2% | -2.3% | -8.9% | -11.2% |
| 3M | -36.1% | -44.2% | +8.1% | -27.5% |
| 6M | -37.9% | -66.1% | +28.2% | -21.3% |
| YTD | -18.7% | -30.0% | +11.3% | -15.6% |
| 1Y | -9.8% | +21.0% | -30.9% | -19.3% |
| 3Y | -66.8% | +516.5% | -583.3% | -85.1% |
| All | -89.3% | +31.5% | -120.9% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling