+207.9%
PDD vs ENPH
+473.7%
-265.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.1% | -2.4% | -1.7% | -3.6% |
| 30D | -9.6% | -6.6% | -3.0% | -8.6% |
| 3M | -4.3% | -46.8% | +42.5% | +6.7% |
| 6M | -18.8% | -14.7% | -4.0% | -19.7% |
| YTD | -27.5% | +13.5% | -41.0% | -34.2% |
| 1Y | -33.6% | -0.4% | -33.2% | -38.7% |
| 3Y | -20.4% | -71.7% | +51.3% | -11.6% |
| 5Y | -19.6% | -79.1% | +59.5% | -8.9% |
| All | +207.9% | +473.7% | -265.8% | +59.3% |
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 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