+1,338.0%
PH vs ENPH
+247.6%
+1,090.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.2% |
| 7D | +4.3% | -8.4% | +12.8% | +5.2% |
| 30D | +0.1% | -11.2% | +11.3% | +1.0% |
| 3M | -9.4% | -36.1% | +26.7% | -5.8% |
| 6M | +8.8% | -37.9% | +46.7% | +11.9% |
| YTD | +9.6% | -18.7% | +28.3% | +8.2% |
| 1Y | +14.4% | -9.8% | +24.3% | +11.8% |
| 3Y | +134.5% | -66.8% | +201.3% | +142.1% |
| 5Y | +204.4% | -89.6% | +294.1% | +241.9% |
| 10Y | +697.3% | +2,186.8% | -1,489.6% | +437.6% |
| All | +1,338.0% | +247.6% | +1,090.4% | +950.2% |
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 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