-78.9%
ENPH vs PL
+84.9%
-163.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.5% |
| 7D | -2.4% | -9.3% | +6.9% | -0.3% |
| 30D | -6.6% | -18.9% | +12.3% | -2.1% |
| 3M | -46.8% | -58.4% | +11.6% | -35.4% |
| 6M | -14.7% | -30.3% | +15.6% | -9.4% |
| YTD | +13.5% | -8.1% | +21.6% | +11.5% |
| 1Y | -0.4% | +180.5% | -180.9% | -29.2% |
| 3Y | -71.7% | +444.1% | -515.9% | -86.1% |
| 5Y | -79.1% | +83.0% | -162.1% | -86.6% |
| All | -78.9% | +84.9% | -163.8% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling