+402.2%
ENPH vs PNR
+128.9%
+273.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.4% |
| 7D | +1.5% | -5.5% | +7.0% | +5.7% |
| 30D | -12.9% | -15.6% | +2.7% | -1.3% |
| 3M | -27.1% | -20.2% | -6.9% | -15.8% |
| 6M | -15.4% | -36.6% | +21.2% | +14.9% |
| YTD | +15.0% | -45.0% | +60.0% | +73.0% |
| 1Y | -0.7% | -47.4% | +46.7% | +54.8% |
| 3Y | -69.3% | -13.7% | -55.6% | -68.0% |
| 5Y | -76.7% | -20.8% | -55.9% | -74.5% |
| 10Y | +1,947.8% | +65.2% | +1,882.6% | +1,037.8% |
| All | +402.2% | +128.9% | +273.3% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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