+65.2%
PR vs ENPH
+2,272.5%
-2,207.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | -16.4% | +11.0% | -27.4% | -17.7% |
| 30D | -1.9% | -15.0% | +13.1% | -0.5% |
| 3M | +8.0% | -28.2% | +36.2% | +11.6% |
| 6M | +4.1% | -20.5% | +24.6% | +4.1% |
| YTD | +58.7% | -11.2% | +69.9% | +53.0% |
| 1Y | +75.8% | -8.7% | +84.5% | +68.4% |
| 3Y | +73.2% | -63.6% | +136.7% | +77.6% |
| 5Y | +230.1% | -88.0% | +318.2% | +279.3% |
| All | +65.2% | +2,272.5% | -2,207.3% | +53.8% |
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