+289.5%
PCAR vs SEDG
+21.1%
+268.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.9% | +7.3% | -0.8% |
| 7D | +2.1% | -7.3% | +9.4% | +2.7% |
| 30D | -1.2% | -25.3% | +24.1% | +1.2% |
| 3M | -18.6% | -24.1% | +5.5% | -17.1% |
| 6M | -5.1% | -39.9% | +34.8% | -3.0% |
| YTD | -1.8% | -15.8% | +14.0% | -4.4% |
| 1Y | +10.6% | -42.9% | +53.5% | +11.6% |
| 3Y | +34.9% | -65.9% | +100.8% | +31.4% |
| 5Y | +114.0% | -93.3% | +207.3% | +140.1% |
| 10Y | +288.4% | +81.9% | +206.4% | +173.8% |
| All | +289.5% | +21.1% | +268.3% | +204.8% |
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