+236.6%
PEP vs ENPH
+277.3%
-40.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | +1.1% | -10.3% | +11.4% | +1.4% |
| 30D | +13.6% | -10.1% | +23.8% | +13.8% |
| 3M | +5.1% | -33.1% | +38.2% | +6.1% |
| 6M | -1.6% | -24.8% | +23.2% | -1.4% |
| YTD | +3.3% | -11.7% | +15.0% | +2.5% |
| 1Y | +3.2% | -8.2% | +11.5% | +2.3% |
| 3Y | -3.9% | -63.7% | +59.8% | -3.5% |
| 5Y | +4.0% | -88.7% | +92.8% | +7.0% |
| 10Y | +90.1% | +2,382.5% | -2,292.3% | +65.1% |
| All | +236.6% | +277.3% | -40.7% | +197.4% |
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 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