+260.9%
PM vs ENPH
+2,496.3%
-2,235.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +1.0% |
| 7D | -7.1% | -10.3% | +3.2% | -6.8% |
| 30D | -2.8% | -10.1% | +7.3% | -2.6% |
| 3M | +6.3% | -33.1% | +39.4% | +7.3% |
| 6M | +9.6% | -24.8% | +34.5% | +9.7% |
| YTD | +25.6% | -11.7% | +37.3% | +24.6% |
| 1Y | +29.7% | -8.2% | +37.9% | +28.4% |
| 3Y | +147.6% | -63.7% | +211.3% | +148.9% |
| 5Y | +160.1% | -88.7% | +248.8% | +168.5% |
| 10Y | +260.9% | +2,382.5% | -2,121.6% | +241.0% |
| All | +260.9% | +2,496.3% | -2,235.4% | +241.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling