-75.3%
PCG vs SEDG
+103.5%
-178.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -0.9% | -3.9% |
| 7D | +6.5% | +3.6% | +2.8% | +6.1% |
| 30D | -16.7% | +9.3% | -26.0% | -17.6% |
| 3M | -14.2% | -39.1% | +24.9% | -11.4% |
| 6M | -21.5% | +1.8% | -23.2% | -24.6% |
| YTD | -11.2% | +22.0% | -33.2% | -17.0% |
| 1Y | -4.2% | +17.2% | -21.4% | -11.4% |
| 3Y | -14.9% | -76.3% | +61.5% | -11.2% |
| 5Y | +54.2% | -87.2% | +141.5% | +66.3% |
| 10Y | -75.3% | +108.6% | -183.9% | -82.7% |
| All | -75.3% | +103.5% | -178.8% | -82.7% |
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 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