+250.9%
PBF vs ENPH
+2,128.2%
-1,877.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +0.8% |
| 7D | +6.5% | -8.4% | +14.9% | +7.7% |
| 30D | -20.0% | -11.2% | -8.8% | -19.1% |
| 3M | -3.3% | -36.1% | +32.7% | +1.8% |
| 6M | +76.8% | -37.9% | +114.7% | +83.1% |
| YTD | +168.9% | -18.7% | +187.6% | +162.6% |
| 1Y | +96.4% | -9.8% | +106.2% | +88.7% |
| 3Y | +77.2% | -66.8% | +144.0% | +85.3% |
| 5Y | +417.7% | -89.6% | +507.4% | +504.4% |
| All | +250.9% | +2,128.2% | -1,877.3% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 10y: compounded portfolio wealth divided by compounded ENPH 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…
10y analysis · Full analysis span regression · 6 months rolling