+251.1%
PH vs ENPH
-77.5%
+328.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | -0.1% |
| 7D | 0.0% | +3.4% | -3.4% | -0.4% |
| 30D | -10.3% | -10.3% | 0.0% | -9.4% |
| 3M | +5.1% | -31.4% | +36.4% | +8.5% |
| 6M | +2.3% | -10.1% | +12.4% | +1.4% |
| YTD | +8.7% | +14.6% | -5.9% | +3.8% |
| 1Y | +26.8% | -3.2% | +30.0% | +22.6% |
| 3Y | +139.2% | -69.5% | +208.6% | +152.3% |
| 5Y | +251.1% | -77.2% | +328.3% | +285.7% |
| All | +251.1% | -77.5% | +328.6% | +285.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling