+662.0%
PBR vs ENPH
+1,908.3%
-1,246.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.7% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | +22.9% | -10.8% | +33.7% | +24.2% |
| 3M | +19.6% | -33.8% | +53.5% | +24.2% |
| 6M | +16.5% | -16.1% | +32.6% | +15.9% |
| YTD | +86.7% | +13.4% | +73.2% | +77.3% |
| 1Y | +74.7% | -2.6% | +77.3% | +67.8% |
| 3Y | +102.6% | -70.3% | +172.8% | +112.9% |
| 5Y | +566.6% | -77.0% | +643.6% | +580.6% |
| All | +662.0% | +1,908.3% | -1,246.3% | +436.5% |
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