+285.6%
ENPH vs PTC
+594.8%
-309.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -10.3% | +0.5% | -10.8% | -10.6% |
| 30D | -10.1% | +0.9% | -11.0% | -10.7% |
| 3M | -33.1% | +30.4% | -63.5% | -46.0% |
| 6M | -24.8% | +34.4% | -59.3% | -42.7% |
| YTD | -11.7% | +12.6% | -24.3% | -25.1% |
| 1Y | -8.2% | +10.2% | -18.4% | -21.0% |
| 3Y | -63.7% | +29.4% | -93.1% | -73.3% |
| 5Y | -88.7% | +63.7% | -152.4% | -92.9% |
| 10Y | +2,382.5% | +316.9% | +2,065.6% | +696.4% |
| All | +285.6% | +594.8% | -309.2% | -20.7% |
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 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