+159.2%
PPL vs ENPH
+279.6%
-120.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.5% |
| 7D | +0.4% | +11.0% | -10.6% | +0.1% |
| 30D | +5.4% | -15.0% | +20.5% | +5.8% |
| 3M | +4.3% | -28.2% | +32.5% | +5.1% |
| 6M | -1.3% | -20.5% | +19.1% | -1.3% |
| YTD | +4.7% | -11.2% | +15.9% | +3.8% |
| 1Y | +1.3% | -8.7% | +9.9% | +0.3% |
| 3Y | +57.2% | -63.6% | +120.8% | +58.1% |
| 5Y | +48.2% | -88.0% | +136.3% | +52.9% |
| 10Y | +62.7% | +2,333.3% | -2,270.6% | +49.5% |
| All | +159.2% | +279.6% | -120.4% | +134.4% |
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