+3.7%
PEP vs ENPH
+8.1%
-4.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | 0.0% | +3.8% |
| 7D | +7.4% | +26.3% | -18.9% | +7.9% |
| 30D | +13.3% | -5.7% | +19.0% | +13.2% |
| 3M | +3.5% | -24.5% | +27.9% | +2.9% |
| 6M | -5.9% | -3.0% | -2.9% | -6.7% |
| YTD | +2.3% | -1.6% | +3.8% | +1.8% |
| 1Y | +3.7% | +8.8% | -5.1% | +3.9% |
| All | +3.7% | +8.1% | -4.4% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling