-62.6%
PCG vs ENPH
+279.6%
-342.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.9% |
| 7D | -1.6% | +11.0% | -12.6% | -2.3% |
| 30D | +1.4% | -15.0% | +16.4% | +2.2% |
| 3M | -23.4% | -28.2% | +4.8% | -22.1% |
| 6M | -19.4% | -20.5% | +1.1% | -19.2% |
| YTD | -18.5% | -11.2% | -7.3% | -19.4% |
| 1Y | -19.5% | -8.7% | -10.9% | -20.7% |
| 3Y | -21.0% | -63.6% | +42.6% | -19.9% |
| 5Y | +13.7% | -88.0% | +101.8% | +20.4% |
| 10Y | -77.2% | +2,333.3% | -2,410.5% | -79.9% |
| All | -62.6% | +279.6% | -342.2% | -67.4% |
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