-18.4%
PCG vs SEDG
-63.1%
+44.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.9% |
| 7D | -0.5% | -21.4% | +20.9% | +0.2% |
| 30D | +0.8% | -19.7% | +20.5% | +1.3% |
| 3M | -22.0% | -19.7% | -2.3% | -21.6% |
| 6M | -17.1% | -37.4% | +20.3% | -16.9% |
| YTD | -16.9% | -10.4% | -6.5% | -18.7% |
| 1Y | -19.1% | -43.0% | +24.0% | -19.3% |
| All | -18.4% | -63.1% | +44.6% | -19.3% |
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