+61.8%
PCAR vs SEDG
-75.9%
+137.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.2% |
| 7D | 0.0% | +12.1% | -12.1% | -0.7% |
| 30D | -7.7% | +14.7% | -22.4% | -8.7% |
| 3M | +3.7% | -43.0% | +46.7% | +6.7% |
| 6M | +2.3% | +9.0% | -6.7% | -0.4% |
| YTD | +12.8% | +26.3% | -13.5% | +8.0% |
| 1Y | +27.8% | +8.9% | +18.8% | +22.8% |
| 3Y | +61.8% | -75.5% | +137.3% | +73.7% |
| All | +61.8% | -75.9% | +137.7% | +73.7% |
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