+84.5%
PR vs ENPH
+2,128.2%
-2,043.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.6% |
| 7D | +6.0% | -8.4% | +14.4% | +7.1% |
| 30D | -4.2% | -11.2% | +7.0% | -3.3% |
| 3M | +10.0% | -36.1% | +46.0% | +15.3% |
| 6M | +15.6% | -37.9% | +53.5% | +19.3% |
| YTD | +68.2% | -18.7% | +86.8% | +63.8% |
| 1Y | +79.2% | -9.8% | +89.0% | +71.8% |
| 3Y | +94.9% | -66.8% | +161.7% | +102.0% |
| 5Y | +272.8% | -89.6% | +362.4% | +336.2% |
| All | +84.5% | +2,128.2% | -2,043.7% | +73.5% |
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