+662.0%
PBR vs SEDG
+106.4%
+555.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | -0.1% |
| 7D | +5.4% | +1.4% | +4.0% | +5.1% |
| 30D | +22.9% | +8.3% | +14.6% | +21.3% |
| 3M | +19.6% | -40.7% | +60.3% | +25.7% |
| 6M | +16.5% | -3.9% | +20.4% | +11.6% |
| YTD | +86.7% | +20.2% | +66.4% | +71.2% |
| 1Y | +74.7% | +17.6% | +57.1% | +57.7% |
| 3Y | +102.6% | -76.6% | +179.2% | +112.3% |
| 5Y | +566.6% | -87.1% | +653.7% | +615.2% |
| All | +662.0% | +106.4% | +555.6% | +331.5% |
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 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