+56.8%
PBF vs SEDG
-75.7%
+132.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | +0.3% |
| 7D | +2.3% | +8.7% | -6.4% | +1.4% |
| 30D | +11.6% | +10.3% | +1.2% | +10.2% |
| 3M | +81.7% | -32.6% | +114.4% | +87.2% |
| 6M | +96.4% | -3.6% | +100.0% | +91.3% |
| YTD | +189.5% | +27.4% | +162.1% | +172.4% |
| 1Y | +180.7% | +24.9% | +155.8% | +162.2% |
| All | +56.8% | -75.7% | +132.6% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling