+466.1%
PCAR vs ENPH
+268.5%
+197.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.1% | +0.6% |
| 7D | +3.8% | -9.1% | +13.0% | +4.6% |
| 30D | -2.0% | -15.8% | +13.8% | -0.9% |
| 3M | -19.1% | -32.5% | +13.4% | -16.9% |
| 6M | -6.8% | -24.2% | +17.4% | -6.0% |
| YTD | -2.5% | -13.8% | +11.3% | -3.6% |
| 1Y | +9.7% | -15.8% | +25.5% | +8.5% |
| 3Y | +34.0% | -64.6% | +98.5% | +37.2% |
| 5Y | +113.3% | -88.1% | +201.4% | +130.6% |
| 10Y | +278.2% | +2,367.9% | -2,089.7% | +154.6% |
| All | +466.1% | +268.5% | +197.6% | +297.1% |
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 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