-70.3%
ENPH vs PPG
-17.4%
-52.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.8% |
| 7D | -0.1% | -6.2% | +6.2% | +5.6% |
| 30D | -10.8% | -7.9% | -2.9% | -4.2% |
| 3M | -33.8% | -10.2% | -23.6% | -28.0% |
| 6M | -16.1% | +2.7% | -18.8% | -20.1% |
| YTD | +13.4% | +4.9% | +8.5% | +7.6% |
| 1Y | -2.6% | -3.2% | +0.6% | -0.4% |
| 3Y | -70.3% | -17.0% | -53.3% | -64.7% |
| All | -70.3% | -17.4% | -52.9% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling