+201.5%
PDD vs ENPH
+358.7%
-157.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -3.5% |
| 7D | -1.4% | +4.1% | -5.6% | -2.5% |
| 30D | -1.0% | -11.4% | +10.3% | +0.6% |
| 3M | -12.3% | -30.5% | +18.3% | -6.9% |
| 6M | -18.5% | -20.2% | +1.7% | -18.8% |
| YTD | -29.0% | -9.3% | -19.7% | -33.3% |
| 1Y | -40.7% | -3.8% | -36.9% | -45.2% |
| 3Y | -25.7% | -61.5% | +35.8% | -24.5% |
| 5Y | -3.3% | -87.9% | +84.6% | +21.2% |
| All | +201.5% | +358.7% | -157.2% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling