+395.5%
ENPH vs PTC
+399.5%
-4.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +4.0% |
| 7D | -2.4% | -10.3% | +7.9% | +4.4% |
| 30D | -6.6% | +1.1% | -7.8% | -7.7% |
| 3M | -46.8% | +1.6% | -48.4% | -49.1% |
| 6M | -14.7% | -13.5% | -1.3% | -10.7% |
| YTD | +13.5% | -19.1% | +32.5% | +23.9% |
| 1Y | -0.4% | -33.9% | +33.5% | +25.1% |
| 3Y | -71.7% | -3.9% | -67.8% | -73.9% |
| 5Y | -79.1% | +6.0% | -85.1% | -82.1% |
| 10Y | +1,898.4% | +223.7% | +1,674.6% | +679.9% |
| All | +395.5% | +399.5% | -4.0% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling