+143.6%
PFE vs ENPH
+384.9%
-241.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | -2.4% | +4.1% | +1.8% |
| 30D | +10.2% | -6.6% | +16.9% | +10.4% |
| 3M | +12.7% | -46.8% | +59.5% | +14.7% |
| 6M | +10.5% | -14.7% | +25.3% | +10.4% |
| YTD | +20.2% | +13.5% | +6.7% | +18.6% |
| 1Y | +24.1% | -0.4% | +24.5% | +22.8% |
| 3Y | -3.6% | -71.7% | +68.2% | -2.2% |
| 5Y | -20.9% | -79.1% | +58.2% | -19.9% |
| 10Y | +35.8% | +1,898.4% | -1,862.5% | +17.3% |
| All | +143.6% | +384.9% | -241.3% | +110.7% |
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