+341.8%
PBF vs SEDG
+106.4%
+235.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +2.4% |
| 7D | +5.3% | +1.4% | +3.9% | +5.0% |
| 30D | +11.7% | +8.3% | +3.4% | +10.0% |
| 3M | +91.1% | -40.7% | +131.7% | +103.4% |
| 6M | +88.4% | -3.9% | +92.3% | +81.2% |
| YTD | +194.1% | +20.2% | +173.8% | +170.4% |
| 1Y | +180.4% | +17.6% | +162.8% | +154.0% |
| 3Y | +59.3% | -76.6% | +135.9% | +68.5% |
| 5Y | +816.3% | -87.1% | +903.3% | +908.9% |
| All | +341.8% | +106.4% | +235.4% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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