+200.6%
PBF vs SEDG
+19.0%
+181.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +6.5% | -13.3% | +19.8% | +8.7% |
| 30D | -20.0% | -21.9% | +1.9% | -17.3% |
| 3M | -3.3% | -25.9% | +22.5% | +0.2% |
| 6M | +76.8% | -44.2% | +121.0% | +85.4% |
| YTD | +168.9% | -17.3% | +186.3% | +160.9% |
| 1Y | +96.4% | -34.5% | +130.9% | +96.6% |
| 3Y | +77.2% | -66.7% | +143.9% | +72.6% |
| 5Y | +417.7% | -93.4% | +511.2% | +528.2% |
| 10Y | +264.7% | +78.7% | +186.1% | +153.8% |
| All | +200.6% | +19.0% | +181.6% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling