+2,382.5%
ENPH vs PTC
+317.3%
+2,065.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -10.3% | +0.5% | -10.8% | -10.5% |
| 30D | -10.1% | +0.9% | -11.0% | -10.6% |
| 3M | -33.1% | +30.4% | -63.5% | -45.5% |
| 6M | -24.8% | +34.4% | -59.3% | -42.1% |
| YTD | -11.7% | +12.6% | -24.3% | -24.2% |
| 1Y | -8.2% | +10.2% | -18.4% | -19.9% |
| 3Y | -63.7% | +29.4% | -93.1% | -73.2% |
| 5Y | -88.7% | +63.7% | -152.4% | -93.0% |
| 10Y | +2,382.5% | +316.9% | +2,065.6% | +923.3% |
| All | +2,382.5% | +317.3% | +2,065.1% | +923.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling