+227.7%
PG vs ENPH
+384.7%
-157.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +0.8% | -10.8% | +11.7% | +1.0% |
| 3M | -1.3% | -33.8% | +32.5% | -0.6% |
| 6M | -3.8% | -16.1% | +12.3% | -3.9% |
| YTD | +3.6% | +13.4% | -9.8% | +2.6% |
| 1Y | -5.7% | -2.6% | -3.1% | -6.4% |
| 3Y | +1.6% | -70.3% | +71.8% | +2.4% |
| 5Y | +14.6% | -77.0% | +91.6% | +15.1% |
| 10Y | +121.2% | +1,919.4% | -1,798.3% | +94.2% |
| All | +227.7% | +384.7% | -157.0% | +184.7% |
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