+542.7%
PBR vs ENPH
-77.1%
+619.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.8% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | +22.9% | -10.8% | +33.7% | +23.5% |
| 3M | +19.6% | -33.8% | +53.5% | +21.8% |
| 6M | +16.5% | -16.1% | +32.6% | +16.3% |
| YTD | +86.7% | +13.4% | +73.2% | +81.4% |
| 1Y | +74.7% | -2.6% | +77.3% | +71.0% |
| 3Y | +102.6% | -70.3% | +172.8% | +110.1% |
| All | +542.7% | -77.1% | +619.8% | +576.1% |
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 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