-61.5%
ENPH vs PTC
+30.6%
-92.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +4.1% | +0.8% | +3.3% | +4.0% |
| 30D | -11.4% | +0.7% | -12.1% | -11.5% |
| 3M | -30.5% | +32.6% | -63.2% | -34.8% |
| 6M | -20.2% | +33.6% | -53.8% | -24.9% |
| YTD | -9.3% | +12.4% | -21.7% | -7.7% |
| 1Y | -3.8% | +11.2% | -15.0% | -1.5% |
| 3Y | -61.5% | +31.7% | -93.2% | -72.8% |
| All | -61.5% | +30.6% | -92.1% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling