+1,377.0%
PGR vs ENPH
+384.7%
+992.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.7% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | +4.9% | -10.8% | +15.8% | +5.3% |
| 3M | +7.6% | -33.8% | +41.5% | +8.8% |
| 6M | +8.3% | -16.1% | +24.4% | +8.1% |
| YTD | +1.7% | +13.4% | -11.7% | +0.2% |
| 1Y | -6.8% | -2.6% | -4.3% | -7.9% |
| 3Y | +73.4% | -70.3% | +143.7% | +75.5% |
| 5Y | +161.2% | -77.0% | +238.2% | +163.0% |
| 10Y | +819.5% | +1,919.4% | -1,100.0% | +643.9% |
| All | +1,377.0% | +384.7% | +992.4% | +1,109.5% |
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