+169.5%
PR vs ENPH
+1,257.1%
-1,087.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +2.9% | -2.4% | +5.3% | +3.2% |
| 30D | +18.0% | -6.6% | +24.7% | +18.8% |
| 3M | +16.9% | -46.8% | +63.7% | +24.8% |
| 6M | +28.2% | -14.7% | +43.0% | +27.3% |
| YTD | +69.3% | +13.5% | +55.9% | +60.1% |
| 1Y | +69.5% | -0.4% | +69.9% | +61.4% |
| 3Y | +81.7% | -71.7% | +153.4% | +93.7% |
| 5Y | +422.2% | -79.1% | +501.3% | +456.0% |
| 10Y | +110.4% | +1,898.4% | -1,788.0% | +92.3% |
| All | +169.5% | +1,257.1% | -1,087.6% | +145.6% |
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