-87.9%
ENPH vs PTC
+55.4%
-143.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +4.1% | +0.8% | +3.3% | +3.8% |
| 30D | -11.4% | +0.7% | -12.1% | -11.7% |
| 3M | -30.5% | +32.6% | -63.2% | -40.8% |
| 6M | -20.2% | +33.6% | -53.8% | -33.8% |
| YTD | -9.3% | +12.4% | -21.7% | -16.0% |
| 1Y | -3.8% | +11.2% | -15.0% | -10.1% |
| 3Y | -61.5% | +31.7% | -93.2% | -71.2% |
| 5Y | -87.9% | +60.1% | -147.9% | -92.1% |
| All | -87.9% | +55.4% | -143.3% | -92.1% |
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