+402.2%
ENPH vs PSLV
+52.7%
+349.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +2.2% |
| 7D | +1.5% | -4.9% | +6.4% | +3.1% |
| 30D | -12.9% | -1.9% | -11.0% | -12.5% |
| 3M | -27.1% | +4.2% | -31.3% | -28.5% |
| 6M | -15.4% | -27.6% | +12.2% | -6.8% |
| YTD | +15.0% | -11.7% | +26.7% | +14.0% |
| 1Y | -0.7% | +49.3% | -50.0% | -20.1% |
| 3Y | -69.3% | +167.1% | -236.5% | -80.8% |
| 5Y | -76.7% | +151.7% | -228.4% | -85.3% |
| 10Y | +1,947.8% | +187.0% | +1,760.8% | +1,052.7% |
| All | +402.2% | +52.7% | +349.5% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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