-58.9%
PCG vs ENPH
+384.9%
-443.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | -13.9% | -2.4% | -11.5% | -13.7% |
| 30D | -16.9% | -6.6% | -10.2% | -16.5% |
| 3M | -14.7% | -46.8% | +32.1% | -11.9% |
| 6M | -23.8% | -14.7% | -9.1% | -23.9% |
| YTD | -10.5% | +13.5% | -24.0% | -12.6% |
| 1Y | -5.1% | -0.4% | -4.7% | -6.9% |
| 3Y | -11.6% | -71.7% | +60.1% | -9.1% |
| 5Y | +59.0% | -79.1% | +138.1% | +63.1% |
| 10Y | -75.7% | +1,898.4% | -1,974.1% | -78.8% |
| All | -58.9% | +384.9% | -443.9% | -64.6% |
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