+802.0%
PBF vs ENPH
-77.4%
+879.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | +2.3% | +1.5% | +0.8% | +2.1% |
| 30D | +11.6% | -12.9% | +24.4% | +13.1% |
| 3M | +81.7% | -27.1% | +108.8% | +87.0% |
| 6M | +96.4% | -15.4% | +111.9% | +95.0% |
| YTD | +189.5% | +15.0% | +174.5% | +172.4% |
| 1Y | +180.7% | -0.7% | +181.4% | +167.5% |
| 3Y | +56.6% | -69.3% | +126.0% | +65.7% |
| 5Y | +802.0% | -76.7% | +878.7% | +829.3% |
| All | +802.0% | -77.4% | +879.4% | +829.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling