-12.5%
PEP vs ENPH
-68.2%
+55.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.5% |
| 7D | +0.1% | +9.3% | -9.2% | 0.0% |
| 30D | +0.7% | -7.3% | +7.9% | +0.8% |
| 3M | -0.5% | -31.7% | +31.2% | +0.1% |
| 6M | -11.3% | -3.5% | -7.8% | -11.9% |
| YTD | -0.6% | +21.2% | -21.8% | -2.4% |
| 1Y | +1.7% | +0.1% | +1.6% | +0.4% |
| 3Y | -12.5% | -67.7% | +55.2% | -12.4% |
| All | -12.5% | -68.2% | +55.7% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling