-18.3%
PCG vs ENPH
-66.2%
+47.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.8% | +2.3% |
| 7D | +2.2% | -8.4% | +10.6% | +2.7% |
| 30D | +0.8% | -11.2% | +11.9% | +1.2% |
| 3M | -23.8% | -36.1% | +12.3% | -22.0% |
| 6M | -19.6% | -37.9% | +18.3% | -18.4% |
| YTD | -16.7% | -18.7% | +1.9% | -17.8% |
| 1Y | -19.4% | -9.8% | -9.6% | -21.0% |
| 3Y | -18.3% | -66.8% | +48.5% | -20.4% |
| All | -18.3% | -66.2% | +47.9% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling