+341.8%
PBF vs ENPH
+1,908.3%
-1,566.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +11.7% | -10.8% | +22.6% | +13.2% |
| 3M | +91.1% | -33.8% | +124.9% | +100.0% |
| 6M | +88.4% | -16.1% | +104.6% | +87.3% |
| YTD | +194.1% | +13.4% | +180.6% | +177.3% |
| 1Y | +180.4% | -2.6% | +183.0% | +168.0% |
| 3Y | +59.3% | -70.3% | +129.6% | +69.5% |
| 5Y | +816.3% | -77.0% | +893.3% | +854.8% |
| All | +341.8% | +1,908.3% | -1,566.5% | +201.7% |
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