+55.7%
PBF vs ENPH
-70.0%
+125.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.2% |
| 7D | +1.4% | +3.4% | -2.0% | +1.0% |
| 30D | +15.8% | -10.3% | +26.1% | +17.0% |
| 3M | +90.3% | -31.4% | +121.6% | +96.4% |
| 6M | +102.8% | -10.1% | +112.9% | +99.3% |
| YTD | +187.3% | +14.6% | +172.8% | +169.4% |
| 1Y | +161.8% | -3.2% | +165.1% | +149.6% |
| All | +55.7% | -70.0% | +125.6% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling