+221.8%
PEP vs ENPH
+384.9%
-163.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | -2.4% | +1.0% | -1.3% |
| 30D | +0.2% | -6.6% | +6.9% | +0.4% |
| 3M | -1.1% | -46.8% | +45.7% | +0.5% |
| 6M | -13.5% | -14.7% | +1.3% | -13.6% |
| YTD | -1.2% | +13.5% | -14.7% | -2.5% |
| 1Y | -1.6% | -0.4% | -1.1% | -2.6% |
| 3Y | -12.5% | -71.7% | +59.2% | -11.4% |
| 5Y | +3.0% | -79.1% | +82.1% | +4.0% |
| 10Y | +73.9% | +1,898.4% | -1,824.4% | +51.6% |
| All | +221.8% | +384.9% | -163.1% | +182.8% |
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