+51.4%
PYPL vs ENPH
+383.0%
-331.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +2.7% | -2.4% | +5.0% | +3.0% |
| 30D | -4.9% | -6.6% | +1.7% | -4.1% |
| 3M | +28.9% | -46.8% | +75.7% | +38.3% |
| 6M | +18.2% | -14.7% | +33.0% | +17.5% |
| YTD | -5.0% | +13.5% | -18.5% | -10.4% |
| 1Y | -18.8% | -0.4% | -18.4% | -22.4% |
| 3Y | -12.6% | -71.7% | +59.2% | -6.7% |
| 5Y | -80.8% | -79.1% | -1.7% | -79.2% |
| 10Y | +49.9% | +1,898.4% | -1,848.4% | +7.4% |
| All | +51.4% | +383.0% | -331.6% | +20.9% |
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