+211.8%
PM vs ENPH
+1,928.7%
-1,716.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +6.0% | +0.7% |
| 7D | -1.2% | +3.4% | -4.6% | -1.3% |
| 30D | -0.2% | -10.3% | +10.1% | +0.1% |
| 3M | +4.9% | -31.4% | +36.3% | +5.8% |
| 6M | +9.0% | -10.1% | +19.2% | +8.6% |
| YTD | +17.8% | +14.6% | +3.2% | +16.2% |
| 1Y | +16.8% | -3.2% | +20.0% | +15.6% |
| 3Y | +125.4% | -69.5% | +194.9% | +128.2% |
| 5Y | +128.7% | -77.2% | +205.9% | +130.2% |
| 10Y | +211.8% | +1,940.0% | -1,728.2% | +188.3% |
| All | +211.8% | +1,928.7% | -1,716.9% | +188.3% |
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