+444.1%
PLD vs ENPH
+279.6%
+164.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -0.8% | +11.0% | -11.8% | -1.6% |
| 30D | -0.3% | -15.0% | +14.7% | +0.6% |
| 3M | -8.0% | -28.2% | +20.2% | -6.2% |
| 6M | -9.8% | -20.5% | +10.7% | -9.6% |
| YTD | +1.8% | -11.2% | +13.0% | +0.2% |
| 1Y | +5.6% | -8.7% | +14.3% | +3.6% |
| 3Y | +33.3% | -63.6% | +96.8% | +35.8% |
| 5Y | +0.3% | -88.0% | +88.3% | +7.8% |
| 10Y | +241.6% | +2,333.3% | -2,091.7% | +166.6% |
| All | +444.1% | +279.6% | +164.5% | +336.2% |
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