+302.4%
PM vs ENPH
+384.9%
-82.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -4.9% | -2.4% | -2.5% | -4.8% |
| 30D | -3.4% | -6.6% | +3.2% | -3.2% |
| 3M | +5.2% | -46.8% | +52.0% | +7.0% |
| 6M | +3.7% | -14.7% | +18.5% | +3.5% |
| YTD | +15.8% | +13.5% | +2.3% | +14.1% |
| 1Y | +17.4% | -0.4% | +17.8% | +16.0% |
| 3Y | +116.9% | -71.7% | +188.7% | +120.3% |
| 5Y | +117.3% | -79.1% | +196.4% | +119.5% |
| 10Y | +193.8% | +1,898.4% | -1,704.6% | +145.8% |
| All | +302.4% | +384.9% | -82.6% | +232.0% |
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 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