+222.2%
PBF vs SEDG
+81.7%
+140.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.5% | -3.3% | +2.3% |
| 7D | +2.4% | +12.1% | -9.8% | +0.6% |
| 30D | +24.9% | +14.7% | +10.2% | +22.1% |
| 3M | +81.9% | -43.0% | +124.9% | +94.2% |
| 6M | +79.4% | +9.0% | +70.3% | +69.3% |
| YTD | +188.3% | +26.3% | +162.0% | +164.4% |
| 1Y | +177.3% | +8.9% | +168.3% | +155.1% |
| 3Y | +56.0% | -75.5% | +131.5% | +61.9% |
| 5Y | +804.0% | -86.7% | +890.7% | +880.2% |
| 10Y | +334.1% | +110.6% | +223.5% | +192.9% |
| All | +222.2% | +81.7% | +140.5% | +136.2% |
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