+75.6%
PBF vs ENPH
-65.3%
+140.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.1% | +2.3% |
| 7D | +3.8% | -7.6% | +11.3% | +4.6% |
| 30D | -22.2% | -16.4% | -5.8% | -21.0% |
| 3M | +1.3% | -34.3% | +35.6% | +5.1% |
| 6M | +69.0% | -28.5% | +97.5% | +69.7% |
| YTD | +166.5% | -16.4% | +182.9% | +157.0% |
| 1Y | +88.1% | -12.8% | +100.9% | +79.9% |
| All | +75.6% | -65.3% | +140.9% | +72.0% |
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