-62.1%
PCG vs ENPH
+287.7%
-349.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | -1.1% | +4.1% | -5.2% | -1.3% |
| 30D | +0.1% | -11.4% | +11.4% | +0.6% |
| 3M | -24.4% | -30.5% | +6.1% | -23.0% |
| 6M | -17.7% | -20.2% | +2.6% | -17.5% |
| YTD | -17.4% | -9.3% | -8.2% | -18.5% |
| 1Y | -19.4% | -3.8% | -15.6% | -20.8% |
| 3Y | -18.6% | -61.5% | +42.9% | -17.8% |
| 5Y | +10.2% | -87.9% | +98.1% | +16.6% |
| 10Y | -76.7% | +2,519.8% | -2,596.5% | -79.6% |
| All | -62.1% | +287.7% | -349.8% | -67.0% |
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