+194.2%
PBR vs ENPH
+389.6%
-195.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +1.1% |
| 7D | +0.3% | +3.4% | -3.0% | -0.1% |
| 30D | +17.5% | -10.3% | +27.8% | +18.8% |
| 3M | +20.9% | -31.4% | +52.3% | +25.3% |
| 6M | +20.2% | -10.1% | +30.4% | +18.6% |
| YTD | +84.3% | +14.6% | +69.7% | +74.3% |
| 1Y | +77.1% | -3.2% | +80.3% | +69.8% |
| 3Y | +100.8% | -69.5% | +170.3% | +110.4% |
| 5Y | +556.1% | -77.2% | +633.4% | +571.9% |
| 10Y | +676.1% | +1,940.0% | -1,263.9% | +305.1% |
| All | +194.2% | +389.6% | -195.4% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling