+402.2%
ENPH vs PPG
+182.1%
+220.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.9% |
| 7D | +1.5% | -5.1% | +6.7% | +5.5% |
| 30D | -12.9% | -9.6% | -3.3% | -6.1% |
| 3M | -27.1% | -6.4% | -20.7% | -23.9% |
| 6M | -15.4% | +0.5% | -16.0% | -16.9% |
| YTD | +15.0% | +4.4% | +10.6% | +10.6% |
| 1Y | -0.7% | -0.9% | +0.2% | -0.2% |
| 3Y | -69.3% | -17.0% | -52.4% | -64.9% |
| 5Y | -76.7% | -23.7% | -53.0% | -72.5% |
| 10Y | +1,947.8% | +25.9% | +1,921.9% | +1,304.2% |
| All | +402.2% | +182.1% | +220.1% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling