+79.1%
PEP vs ENPH
+1,928.7%
-1,849.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.2% | -1.1% |
| 7D | -1.7% | +3.4% | -5.1% | -1.8% |
| 30D | +0.3% | -10.3% | +10.6% | +0.6% |
| 3M | -3.2% | -31.4% | +28.1% | -2.3% |
| 6M | -13.6% | -10.1% | -3.4% | -13.9% |
| YTD | -1.9% | +14.6% | -16.4% | -3.4% |
| 1Y | -0.6% | -3.2% | +2.6% | -1.7% |
| 3Y | -13.6% | -69.5% | +55.9% | -12.6% |
| 5Y | +3.2% | -77.2% | +80.5% | +4.0% |
| 10Y | +79.1% | +1,940.0% | -1,860.9% | +63.5% |
| All | +79.1% | +1,928.7% | -1,849.7% | +63.5% |
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