+2,186.8%
ENPH vs PTC
+312.5%
+1,874.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -8.4% | +0.5% | -8.9% | -8.7% |
| 30D | -11.2% | +1.2% | -12.4% | -11.8% |
| 3M | -36.1% | +27.4% | -63.4% | -47.1% |
| 6M | -37.9% | +39.2% | -77.1% | -53.3% |
| YTD | -18.7% | +12.5% | -31.2% | -30.1% |
| 1Y | -9.8% | +12.3% | -22.1% | -22.4% |
| 3Y | -66.8% | +28.8% | -95.6% | -75.4% |
| 5Y | -89.6% | +60.9% | -150.5% | -93.5% |
| All | +2,186.8% | +312.5% | +1,874.4% | +853.7% |
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