+1,831.6%
PWR vs ENPH
+2,128.2%
-296.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.4% |
| 7D | +11.3% | -8.4% | +19.7% | +12.4% |
| 30D | -8.9% | -11.2% | +2.3% | -7.9% |
| 3M | -10.5% | -36.1% | +25.6% | -6.2% |
| 6M | -22.2% | -37.9% | +15.8% | -18.8% |
| YTD | +42.7% | -18.7% | +61.4% | +41.8% |
| 1Y | +41.1% | -9.8% | +50.9% | +38.5% |
| 3Y | +242.7% | -66.8% | +309.6% | +259.3% |
| 5Y | +418.5% | -89.6% | +508.2% | +499.4% |
| All | +1,831.6% | +2,128.2% | -296.6% | +1,466.2% |
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