+355.2%
PCAR vs SEDG
+70.6%
+284.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -0.5% | +8.9% | -9.4% | -1.3% |
| 30D | -6.2% | +0.9% | -7.1% | -6.5% |
| 3M | +5.9% | -53.2% | +59.1% | +12.2% |
| 6M | +0.4% | -9.9% | +10.3% | -1.6% |
| YTD | +14.8% | +18.5% | -3.7% | +8.8% |
| 1Y | +30.1% | +0.1% | +30.0% | +24.0% |
| 3Y | +66.7% | -78.9% | +145.5% | +72.3% |
| 5Y | +166.1% | -88.0% | +254.2% | +182.2% |
| 10Y | +353.7% | +97.5% | +256.2% | +220.2% |
| All | +355.2% | +70.6% | +284.6% | +246.9% |
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