-76.2%
ENPH vs PTC
+1.8%
-78.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.5% | +12.3% | +9.6% |
| 7D | +9.3% | -12.8% | +22.1% | +16.9% |
| 30D | -7.3% | -9.8% | +2.5% | -2.6% |
| 3M | -31.7% | -2.1% | -29.7% | -32.9% |
| 6M | -3.5% | -18.1% | +14.6% | +5.1% |
| YTD | +21.2% | -23.5% | +44.7% | +37.6% |
| 1Y | +0.1% | -37.4% | +37.4% | +30.4% |
| 3Y | -67.7% | -7.2% | -60.5% | -70.6% |
| 5Y | -76.2% | +2.7% | -78.9% | -80.7% |
| All | -76.2% | +1.8% | -78.1% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling