+35.2%
PFE vs ENPH
+1,928.7%
-1,893.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.1% |
| 7D | -4.3% | +3.4% | -7.7% | -4.4% |
| 30D | +2.7% | -10.3% | +13.0% | +3.0% |
| 3M | +10.0% | -31.4% | +41.4% | +11.0% |
| 6M | +7.2% | -10.1% | +17.3% | +6.9% |
| YTD | +17.3% | +14.6% | +2.8% | +15.8% |
| 1Y | +20.3% | -3.2% | +23.5% | +19.2% |
| 3Y | -1.6% | -69.5% | +67.8% | -0.8% |
| 5Y | -21.4% | -77.2% | +55.9% | -20.6% |
| 10Y | +35.2% | +1,940.0% | -1,904.8% | +33.2% |
| All | +35.2% | +1,928.7% | -1,893.5% | +33.2% |
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