+61.8%
PCG vs SEDG
-87.2%
+149.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -2.9% | +3.3% |
| 7D | +5.4% | +12.1% | -6.7% | +4.8% |
| 30D | -15.1% | +14.7% | -29.8% | -15.8% |
| 3M | -9.8% | -43.0% | +33.2% | -7.9% |
| 6M | -18.0% | +9.0% | -27.0% | -20.3% |
| YTD | -7.2% | +26.3% | -33.5% | -11.0% |
| 1Y | +2.9% | +8.9% | -6.1% | -1.2% |
| 3Y | -11.1% | -75.5% | +64.4% | -6.9% |
| 5Y | +61.8% | -86.7% | +148.5% | +77.8% |
| All | +61.8% | -87.2% | +149.0% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling