+445.0%
PCAR vs ENPH
+279.6%
+165.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.3% |
| 7D | +0.1% | +11.0% | -10.9% | -0.8% |
| 30D | -4.6% | -15.0% | +10.4% | -3.6% |
| 3M | -22.6% | -28.2% | +5.7% | -20.8% |
| 6M | -12.0% | -20.5% | +8.5% | -11.5% |
| YTD | -6.1% | -11.2% | +5.1% | -7.4% |
| 1Y | +6.3% | -8.7% | +15.0% | +4.5% |
| 3Y | +31.8% | -63.6% | +95.4% | +34.7% |
| 5Y | +104.2% | -88.0% | +192.2% | +120.6% |
| 10Y | +302.9% | +2,333.3% | -2,030.4% | +171.4% |
| All | +445.0% | +279.6% | +165.4% | +281.4% |
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