+566.5%
PCAR vs ENPH
+384.9%
+181.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -0.5% | -2.4% | +1.9% | -0.3% |
| 30D | -6.2% | -6.6% | +0.4% | -5.8% |
| 3M | +5.9% | -46.8% | +52.7% | +10.7% |
| 6M | +0.4% | -14.7% | +15.1% | +0.4% |
| YTD | +14.8% | +13.5% | +1.3% | +11.4% |
| 1Y | +30.1% | -0.4% | +30.5% | +27.1% |
| 3Y | +66.7% | -71.7% | +138.4% | +73.6% |
| 5Y | +166.1% | -79.1% | +245.2% | +175.8% |
| 10Y | +353.7% | +1,898.4% | -1,544.7% | +209.5% |
| All | +566.5% | +384.9% | +181.5% | +359.1% |
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